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
Stochastic Processes: Brownian Motion
Graph Chatbot
Related lectures (32)
Previous
Page 1 of 4
Next
Fourier Transform and Spectral Densities
Covers the Fourier transform, spectral densities, Wiener-Khinchin theorem, and stochastic processes.
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 Differential Equations
Covers Stochastic Differential Equations, Wiener increment, Ito's lemma, and white noise integration in financial modeling.
White Noise Form of the Langevin Equation
Covers the white noise form of the Langevin equation and its applications.
Noise in Devices and Circuits
Explores different types of noise in devices and circuits, including interference noise, inherent noise, and random signals.
Electrical Metrology
Explores electrical metrology, covering random variables, noise sources, and their impact on electronic devices.
Maximum Entropy Principle: Stochastic Differential Equations
Explores the application of randomness in physical models, focusing on Brownian motion and diffusion.
Noise and Measurements
Explores electronic, thermomechanical, and amplifier noise, calibration of amplitude, frequency tracking, and system limits.
Electrical Metrology: Noise and Signal Analysis
Explores electrical metrology, emphasizing noise and signal analysis, covering topics such as charges, currents, voltages, and various noise sources.
Stochastic Calculus: Itô's Formula
Covers Stochastic Calculus, focusing on Itô's Formula, Stochastic Differential Equations, martingale properties, and option pricing.