Brownian Motion Courses and Certifications

Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

How to Distinguish Fractional Brownian Motion with Random and Constant Hurst Exponents

Explore fractional Brownian motion models, distinguishing between constant and random Hurst exponents using statistical methods. Apply to financial markets and biological systems.

• YouTube
• 27 minutes
• On-Demand
• Free Video

International Centre for Theoretical Sciences

Multifractional Brownian Motion with Telegraphic, Stochastically Varying Hurst Exponent

Explore multifractional Brownian motion with telegraphic, stochastically varying properties in this statistical physics talk by Samudrajit Thapa at the 10th Indian Statistical Physics Community Meeting.

• YouTube
• 12 minutes
• On-Demand
• Free Video

INI Seminar Room 2

Perturbed Random Walks and Skew Brownian Motion - Lecture 2

Delve into advanced stochastic analysis exploring perturbed random walks, scaling limits, and their convergence to skew Brownian motion through rigorous mathematical frameworks and explicit formulas.

• YouTube
• 1 hour 1 minute
• On-Demand
• Free Video

International Centre for Theoretical Sciences

Novel Features of Direction Reversing Active Brownian Motion

Explores unique aspects of direction-reversing active Brownian motion, discussing novel features and implications for soft and living matter physics. Highlights cutting-edge research in non-equilibrium systems.

• YouTube
• 1 hour 13 minutes
• On-Demand
• Free Video

Stochastic processes

Discover essential tools of stochastic processes, transforming random signals into meaningful insights through simplified mathematical concepts and practical applications.

• Polimi OPEN KNOWLEDGE
• 1 week
• On-Demand
• Free Certificate

Probability and Stochastic for Finance

Master financial mathematics fundamentals, from interest rates to Black-Scholes formula, covering probability theory, stochastic calculus, and derivative pricing for advanced portfolio management and investment strategies.

• Swayam
• 8 weeks
• On-Demand
• Free Online Course

Applied Stochastic Processes

Master stochastic processes including Markov chains, Poisson processes, renewal theory, and Brownian motion with applications to queuing, networks, and financial modeling.

• Swayam
• 12 weeks
• On-Demand
• Free Online Course

NPTEL;  IIT Bombay

Modeling Stochastic phenomena for Engineering applications: Part-1

Explore stochastic processes in engineering, from random walks to Brownian motion. Learn to model and analyze probabilistic systems, with applications in various fields including chemical reactions, eco-dynamics, and market fluctuations.

• Swayam
• 12 weeks
• On-Demand
• Free Online Course

NPTEL;  IIT Delhi

Biophysical Chemistry

Explore protein structure, folding mechanisms, and biophysical techniques. Gain insights into forces driving protein stability, denaturation processes, and experimental methods for studying protein dynamics.

• YouTube
• 1 day 15 hours
• On-Demand
• Free Video

NPTEL;  IIT Kanpur

Probability and Stochastics for Finance

This course provides the minimum mathematical requirements to study mathematical finance or more precisely the pricing of financial derivatives.

• YouTube
• 11 hours
• On-Demand
• Free Video

Pricing Options with Mathematical Models

Explore mathematical models for pricing financial instruments, including stocks, bonds, options, and derivatives. Learn risk-neutral pricing, stochastic processes, and hedging strategies.

• YouTube
• 17 hours
• On-Demand
• Free Video

NCCR SwissMAP

Master Class in Planar Statistical Physics

Master advanced statistical physics through Brownian motion, stochastic calculus, lattice models, Markov processes, conformal invariance, and random planar maps.

• YouTube
• 5 days 19 hours 16 minutes
• On-Demand
• Free Video

ICTP Mathematics

School on Algebraic, Geometric and Probabilistic Aspects of Dynamical Systems and Control Theory

Explore algebraic, geometric and probabilistic aspects of dynamical systems through expert minicourses covering counting techniques, group actions, symbolic dynamics, and Brownian motion.

• YouTube
• 1 day 6 hours 1 minute
• On-Demand
• Free Video

Physics Explained

Why Do We ACTUALLY Believe Atoms Exist?

Discover how Einstein used Brownian motion to prove atoms exist, transforming random particle movement into quantitative evidence for the atomic nature of matter.

• YouTube
• 35 minutes
• On-Demand
• Free Video

International Centre for Theoretical Sciences

Order and Patterns in Randomness by Abhishek Dhar

Explore hidden patterns in seemingly random events through examples of Random Walk, Brownian Motion, Statistical Physics, and a card trick. Gain insights into physicists' and mathematicians' approaches.

• YouTube
• 1 hour 4 minutes
• On-Demand
• Free Video