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Numerical methods for stochastic differential equations (SDEs)

Lecture log

Academic year 2025/2026
Lecturer Milo Viviani

Lecture

  • 12 Feb 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Variabili aleatorie e processi stocastici

  • 16 Feb 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Variazione quadratica e martingale

  • 19 Feb 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Processi di Markov

  • 24 Feb 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Integrali di Ito e Stratonovich

  • 26 Feb 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Equazioni Differenziali Stocastiche

  • 03 Mar 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Equazioni di Kolmogorov

  • 05 Mar 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Discretizzazione del moto browniano

  • 10 Mar 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Numerica degli integrali di Ito e Stratonovich

  • 12 Mar 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Numerica degli integrali di Ito e Stratonovich

  • 19 Mar 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Metodi a un passo stocastici (Eulero-Maruyama, Milstein, Runge--Kutta)

  • 26 Mar 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Analisi dei metodi a un passo

  • 09 Apr 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Analisi della stabilità lineare

  • 14 Apr 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Processi con salto

  • 16 Apr 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Metodi a un passo stocastici

  • 28 Apr 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    EDS in finanza matematica

  • 30 Apr 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Metodo Monte Carlo e Monte Carlo Multilivello

  • 07 May 2026 (2h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Integrazione numerica geometrica di sistemi hamiltoniani stocastici

  • 12 May 2026 (3h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Metodi numerici per sistemi di EDS, cenni sull'integrazione numerica di EDP stocastiche

  • 13 May 2026 (3h 00m)

    MILO Viviani - Course (teaching activity) - Face to face

    Moto browniano frazionario e metodi di simulazione del moto browniano frazionario

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