21. Stochastic Differential Equations
56:05
YouTubeMIT OpenCourseWare
21. Stochastic Differential Equations
MIT 18.S096 Topics in Mathematics with Applications in Finance, Fall 2013 View the complete course: http://ocw.mit.edu/18-S096F13 Instructor: Choongbum Lee This lecture covers the topic of stochastic differential equations, linking probability theory with ordinary and partial differential equations. 00:21 - Stochastic Differential Equations 21: ...
225.4K viewsJan 6, 2015
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Lecture 21: Stochastic Differential Equations | Topics in Mathematics with Applications in Finance | Mathematics | MIT OpenCourseWare
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