Rough Path Theory Courses and Certifications

Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

A Priori Bounds for the Generalized Parabolic Anderson Model

Explore a priori bounds for the generalised parabolic Anderson model, focusing on control over large scales in path-wise frameworks and overcoming challenges posed by rough driving noises.

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

BIMSA

Symmetries for Singular SPDEs

Explore symmetries in singular stochastic partial differential equations through advanced mathematical analysis and theoretical frameworks.

• YouTube
• 1 hour 2 minutes
• On-Demand
• Free Video

International Centre for Theoretical Sciences

Yudovich Theory for Rough Path Perturbations of Euler's Equation - Lecture 5

Explore Yudovich Theory for rough path perturbations of Euler's equation, delving into advanced fluid dynamics concepts and mathematical techniques.

• YouTube
• 1 hour 28 minutes
• On-Demand
• Free Video

International Centre for Theoretical Sciences

Yudovich Theory for Rough Path Perturbations of Euler's Equation - Lecture 4

Explore Yudovich Theory for rough path perturbations of Euler's equation, delving into advanced fluid dynamics concepts and mathematical techniques for analyzing fluid flow.

• YouTube
• 1 hour 42 minutes
• On-Demand
• Free Video

International Centre for Theoretical Sciences

Yudovich Theory for Rough Path Perturbations of Euler's Equation - Lecture 2

Delve into Yudovich Theory for rough path perturbations of Euler's equation in this advanced lecture by Torstein Nilssen, exploring mathematical aspects of fluid flow equations and recent developments in the field.

• YouTube
• 1 hour 25 minutes
• On-Demand
• Free Video

Turbulence in Finance - BQE Lecture Series

1 review

Explore financial turbulence with Mike Lipkin, covering topics like order drop, rough paths, and hedging strategies in this insightful lecture on advanced quantitative finance concepts.

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

Fields Institute

From Rough Paths to Streamed Data

Explore the mathematical connection between rough paths theory and streamed data analysis, bridging theoretical concepts with practical applications in machine learning and dynamical systems.

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

IPhT-TV

Rough Paths for Physicists - Course 2: Rough Paths, Combinatorics and Regularity

Explore rough paths, combinatorics, and regularity in physics, focusing on Brownian motion and its applications in mathematical analysis.

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

IPhT-TV

Rough Paths for Physicists - Thermalization of a Particle in a Magnetic Field - Lecture 4

Explore thermalization of particles in magnetic fields and gain insights into advanced rough path theory applications in physics.

• YouTube
• 2 hours 7 minutes
• On-Demand
• Free Video

IPhT-TV

Rough Paths for Physicists - Course 3: Controlled Rough Paths and Rough Integrals - Lecture 3

Explore controlled rough paths, rough integrals, and differential equations. Compare rough and stochastic integrals, and delve into the Itô stochastic area.

• YouTube
• 2 hours 5 minutes
• On-Demand
• Free Video

IPhT-TV

Rough Paths for Physicists - Motivations, Sewing Lemma, and Young Integrals - Lecture 1

Explore rough paths in physics, focusing on motivations, the sewing lemma, and Young integrals. Gain insights into advanced mathematical concepts for physical applications.

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

IPhT-TV

Rough Paths for Physicists - Lecture 4

Explore advanced concepts in rough path theory and its applications in physics, focusing on stochastic differential equations and path-dependent functionals.

• YouTube
• 2 hours 24 minutes
• On-Demand
• Free Video

IPhT-TV

Rough Paths for Physicists - Lecture 3

Explore advanced concepts in rough path theory, focusing on applications in physics and stochastic analysis. Gain insights into this powerful mathematical framework.

• YouTube
• 2 hours 26 minutes
• On-Demand
• Free Video

IPhT-TV

Rough Paths for Physicists - Lecture 2

Explore advanced mathematical concepts in rough path theory, focusing on applications in physics and stochastic analysis.

• YouTube
• 2 hours 24 minutes
• On-Demand
• Free Video

IPhT-TV

Rough Paths for Physicists - Lecture 1

Explore rough paths theory in physics, covering iterated integrals, control differential equations, and applications to one-dimensional objects.

• YouTube
• 2 hours 39 minutes
• On-Demand
• Free Video