Sumários

This class was not held

5 junho 2026, 10:30 • Pedro Ricardo Simão Antunes

This class was not held.

This class was not held

1 junho 2026, 10:30 • Pedro Ricardo Simão Antunes

This class was not held.

SDE

29 maio 2026, 10:30 • Pedro Ricardo Simão Antunes

Stochastic differential equations.

Euler-Maruyama and Milstein methods.

MAP 2

25 maio 2026, 10:30 • Pedro Ricardo Simão Antunes

MAP test 2.

Itô integral

18 maio 2026, 10:30 • Pedro Ricardo Simão Antunes

Riemann and Itô integral.

Properties of the Itô integral.