This is a searchable repository of links to math videos. The database is regularly updated with videos from the following websites. If there is a source of videos which you would like to be added to this list, please send me an email at admin@videoarxiv.org.
All talks
-
Title: Linear inverse problems for diffusions
Speaker:
Link:
-
Title: Affine processes and non-linear (partial) differential equations
Speaker:
Link:
-
Title: Branching diffusion representation of semilinear PDEs
Speaker:
Link:
-
Title: \( N \)-player games and mean-field games with absorption
Speaker:
Link:
-
Title: Quadratic BSDE systems and applications
Speaker:
Link:
-
Title: Stability and analytic expansions of local solutions of systems of quadratic BSDEs with applications to a price impact model
Speaker:
Link:
-
Title: A tale of a Principal and many Agents
Speaker:
Link:
-
Title: Sensitivity analysis for reflected diffusions in convex polyhedral domains
Speaker:
Link:
-
Title: Pricing under rough volatility
Speaker:
Link:
-
Title: Rough Volatility - from microstructural foundations to smile
Speaker:
Link:
-
Title: Functional calculus and pathwise integration for paths of finite quadratic variation
Speaker:
Link:
-
Title: Endogenous mortgage current coupons
Speaker:
Link:
-
Title: On portfolio optimization under small fixed transaction costs
Speaker:
Link:
-
Title: Equilibrium models with small frictions
Speaker:
Link:
-
Title: Some remarks on functionally generated portfolios
Speaker:
Link: