Skip to main content
Graph
Search
fr
en
Login
Search
All
Categories
Concepts
Courses
Lectures
MOOCs
People
Practice
Publications
Startups
Units
Show all results for
Home
Lecture
Wiener Process: Definition and Properties
Graph Chatbot
Related lectures (32)
Previous
Page 2 of 4
Next
Stochastic Differential Equations
Covers Stochastic Differential Equations, Wiener increment, Ito's lemma, and white noise integration in financial modeling.
Stochastic Processes: Stationarity in Continuous Time - Part 2
Discusses weak-sense stationarity in continuous-time stochastic processes and the calculation of autocorrelation and cross-correlation functions.
Stochastic Calculus: Brownian Motion
Explores stochastic processes in continuous time, emphasizing Brownian motion and related concepts.
Point Processes: Convergence and Gaussian Processes
Covers point processes, convergence criteria, Laplace functionals, Gaussian processes, covariance functions, and intrinsic stationarity.
Mutual Information: Continued
Explores mutual information for quantifying statistical dependence between variables and inferring probability distributions from data.
Efficient Stochastic Numerical Methods
Explores efficient stochastic numerical methods for modeling and learning, covering topics like the Analytical Engine and kinase inhibitors.
Fokker-Planck Equation: Derivations and Applications
Explores the derivation of the Fokker-Planck equation and its applications in stochastic differential equations.
Explicit Stabilised Methods: Applications to Bayesian Inverse Problems
Explores explicit stabilised Runge-Kutta methods and their application to Bayesian inverse problems, covering optimization, sampling, and numerical experiments.
Stochastic Calculus: Integrals and Processes
Explores stochastic calculus, emphasizing integrals, processes, martingales, and Brownian motion.
Total Order Broadcast: Basics and Consensus Equivalences
Explores total order broadcast and its equivalence to consensus in reliable systems.