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
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Title: Martingale Benamou-Brenier: a probabilistic perspective
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Title: Pricing and Hedging in rough volatility models
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Title: Optimal investment in an endogenous price impact model
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Title: An Infinite-dimensional McKean-Vlasov Stochastic Equation
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Title: Particles interacting through their hitting times: neuron firing, supercooling and systemic risk
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Title: Optimal investment and derivative demand and pricing under price impact
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Title: Equilibrium with Heterogeneous Information
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Title: Incomplete Equilibrium with Stochastic Interest Rates
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Title: Optimal make-take fees for market making regulation
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Title: Optimal investment and consumption with labor income or liability streams
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Title: Markovian representations of stochastic Volterra processes
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Title: Nonzero-sum stochastic differential games with impulse controls: a verification theorem with applications
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Title: Large Deviations for McKean Vlasov Equations and Importance Sampling
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Title: Convergence to the Mean Field Game Limit: A Case Study
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Title: Convex duality in nonlinear optimal transport
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