Lecture

Stochastic Processes: Brownian Motion

Description

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.

Official source

https://mediaspace.epfl.ch/media/0_kk6moqs3

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Ontological neighbourhood

Mathematics

Analysis: Differential anaysis

Probability theory: Stochastic processses

Physics

Electromagnetism: Electrical networks

Information engineering

Signal processing: Digital image processing

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