Stochastic Analysis & Random Fields

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Related lectures (22)

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Explores spatial ergodicity for SPDEs, covering basic formulations, initial data effects, and results on ergodicity and CLT.

Stochastic Games on Directed Networks

Covers linear-quadratic stochastic differential games on directed chain networks and open-loop Nash equilibria.

Mean Field Theory: Stochastic Analysis and Applications

Explores classical mean field theory, local interactions, and examples like individual-based SIR models and raindrop formation.

Virtual Seminar on Stochastic Analysis

Introduces a virtual seminar on stochastic analysis, covering a wide range of topics and focusing on the mathematical challenges of the COVID-19 crisis.

Rainfall Models: Deterministic vs Stochastic

Covers deterministic and stochastic rainfall models in water resources engineering, including generation, calibration, and spatially explicit models.

Linear Prediction and Estimation

Explores linear prediction, optimal filters, random signals, stationarity, autocorrelation, power spectral density, and Fourier transform in signal processing.

L-Systems: Understanding and Applications

Covers the basics of L-Systems, explores various examples, discusses stochastic variations, and extends to 3D modeling.

Fokker-Planck & KPZ Equations

Explores the Fokker-Planck and KPZ equations in stochastic processes and random growth models.

Markov Chains: Theory and Applications

Covers the theory and applications of Markov chains in modeling random phenomena and decision-making under uncertainty.

Maximum Entropy Principle: Stochastic Differential Equations

Explores the application of randomness in physical models, focusing on Brownian motion and diffusion.