Gambling for Resurrection and the Heat Equation on a Triangle

Explore a 36-minute conference talk on "Gambling for resurrection and the heat equation on a triangle" presented by Christophette Blanchet-Scalliet at the Centre International de Rencontres Mathématiques in Marseille, France. Delve into the intersection of stochastic analysis, numerical probability, and mathematical finance as part of the thematic meeting "A Random Walk in the Land of Stochastic Analysis and Numerical Probability." Access this insightful presentation through CIRM's Audiovisual Mathematics Library, which offers enhanced features such as chapter markers, keywords, abstracts, bibliographies, and Mathematics Subject Classification. Utilize the multi-criteria search function to explore a wealth of mathematical talks by renowned mathematicians worldwide.