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Lecture
Are you an EPFL student looking for a semester project?
Work with us on data science and visualisation projects, and deploy your project as an app on top of Graph Search.
This lecture covers the mathematical foundations of Brownian motion, Langevin equations, Ornstein-Uhlenbeck processes, and their applications in physics. It discusses deterministic and stochastic continuous processes, Gaussian random variables, and the mathematics behind Johnson noise.