This lecture covers the concept of continuous training and interpolation between functions, focusing on defining unique solutions and performing interpolation operations. The instructor explains the process step by step, introducing the idea of continuous formation and auxiliary problems. Various methods of interpolation between functions are discussed, emphasizing the importance of finding unique solutions to initial problems. The lecture concludes with a detailed explanation of continuous dependence and the family of solutions. Throughout the lecture, the instructor provides examples and practical applications to illustrate the theoretical concepts.