Skip to main content
Graph
Search
fr
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Quizes
Exercises
Publications
Startups
Units
Show all results for
Home
Lecture
Stochastic Differential Equations
Graph Chatbot
Related lectures (31)
Fourier Transform and Spectral Densities
Covers the Fourier transform, spectral densities, Wiener-Khinchin theorem, and stochastic processes.
Stochastic Processes: Brownian Motion
Explores Brownian motion, Langevin equations, and stochastic processes in physics.
Maximum Entropy Principle: Stochastic Differential Equations
Explores the application of randomness in physical models, focusing on Brownian motion and diffusion.
Stochastic Calculus: Interest Rate Models
Provides an overview of stochastic calculus and its applications in interest rate models and financial modeling.
White Noise Form of the Langevin Equation
Covers the white noise form of the Langevin equation and its applications.
Brownian Motion: From Molecules to Cells
Explores the core concepts of Brownian motion, from molecules to cells, including its history, hypothesis versus description, Langevin's solution, and methods for measuring Brownian motion.
Stochastic Integral: Isometry Continuity
Covers stochastic integrals, emphasizing isometry and continuity properties in martingales and different spaces.
Fokker-Planck Equation: Derivations and Applications
Explores the derivation of the Fokker-Planck equation and its applications in stochastic differential equations.
Quadratic Variation: Martingales and Stochastic Integrals
Explores quadratic variation in martingales and stochastic integrals, emphasizing their properties and extensions.
Untitled
Untitled
Quantum Backaction
Explores quantum backaction, noise mitigation strategies, and the analysis of quantum fluctuations.
Stochastic Calculus: Foundations and Applications
Explores the foundation of stochastic calculus, emphasizing deterministic and memoryless processes.
Stochastic Integration
Covers stochastic integration and exchange mobility for mathematics students.
Langevin dynamics: Path Integral Methods
Covers Langevin dynamics, Fokker-Planck equation, solving the Langevin equation, and efficiency of Langevin sampling in molecular dynamics.
Spatial Ergodicity for SPDEs
Explores spatial ergodicity for SPDEs, covering basic formulations, initial data effects, and results on ergodicity and CLT.
Asset Pricing Theory: Dynamic Arbitrage Pricing
Covers the first theorem of asset pricing, self-financing portfolios, replication, Kolmogorov equations, and pricing strategies.
Stochastic Integration: First Steps
Covers stochastic integration, process bracket, martingales, and variations in submartingales.
Stochastic Calculus: Itô's Formula
Log in to Mediaspace to watch this video
Covers Stochastic Calculus, focusing on Itô's Formula, Stochastic Differential Equations, martingale properties, and option pricing.
Stochastic Calculus: Integrals and Processes
Log in to Mediaspace to watch this video
Explores stochastic calculus, emphasizing integrals, processes, martingales, and Brownian motion.
Previous
Page 1 of 2
Next