Stochastic Analysis Courses and Certifications

Hausdorff Center for Mathematics

Some Applications of Variational Techniques in Stochastic Geometry I

Explore stochastic analysis on Poisson space, focusing on variational inequalities for geometric quantities and their applications in noise sensitivity and superconcentration.

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

Fields Institute

On an Optimal Stopping Problem with a Discontinuous Reward

Delve into an optimal stopping problem featuring discontinuous reward functions, presented by Anne MacKay from University of Sherbrooke at the Fields-CFI Conference.

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

Centre International de Rencontres Mathématiques

Fine Properties of Random Fields - From Fluids to Quantum Field Theory

Explore advanced regularity properties of invariant measures for singular SPDEs, including breakthrough insights on 2D Navier-Stokes equations and Gaussian measure equivalence.

• YouTube
• 1 hour 6 minutes
• On-Demand
• Free Video

Centre International de Rencontres Mathématiques

Stochastic Wave Equation with Cubic Non-Linearity

Explore advanced mathematical analysis of cubic stochastic nonlinear wave equations on 2D torus with spatial noise rougher than white noise, examining solution theory limits.

• YouTube
• 1 hour 3 minutes
• On-Demand
• Free Video

Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Preference Robust Distortion Risk Measures

Explore preference-robust decision making using generalized distortion risk measures, addressing ambiguity in risk functionals with Wasserstein distance and Bregman divergences.

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

Hausdorff Center for Mathematics

Stochastic Analysis and Geometric Functional Inequalities

Explore methods for proving functional inequalities in hypoelliptic diffusions, including geometric and probabilistic approaches, with applications to Langevin dynamics ergodicity.

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

Hausdorff Center for Mathematics

Stochastic Analysis and Quantum Fields

Explore recent advances in singular SPDEs, their connection to particle system fluctuations, and the application of stochastic analysis in constructing Euclidean quantum fields.

• YouTube
• 1 hour 7 minutes
• On-Demand
• Free Video

Centre International de Rencontres Mathématiques

Cox Construction: A Random Walk in the Land of Stochastic Analysis and Numerical Probability

Explore stochastic analysis and numerical probability through Cox Construction in this insightful conference talk by Philip Protter at CIRM's thematic meeting.

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

Derek Banas

Technical Analysis: MACD and Stochastic Oscillator Using Python

Learn to use Python for stock market technical analysis, focusing on MACD and Stochastic Oscillator. Covers data retrieval, chart creation, and multiple technical indicators using various data science libraries.

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

Association for Computing Machinery (ACM)

Concentration on the Boolean Hypercube via Pathwise Stochastic Analysis

Explore Boolean functions, influence, and key inequalities through stochastic analysis on the Boolean hypercube, with focus on Fourier decomposition and proof methods.

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

Stochastic Processes I (cont.) - Regression Analysis - Lecture 6

Explore martingales, Markov processes, and regression analysis in mathematical finance, covering random walks, stopping times, credit transitions, and estimation techniques.

• YouTube
• 1 hour 20 minutes
• On-Demand
• Free Video

Fields Institute

Stochastic Modeling and Analysis for Epidemic Models With Loss of Immunity

Explore stochastic modeling techniques for epidemic analysis, focusing on scenarios involving loss of immunity. Gain insights into advanced mathematical approaches for disease spread prediction.

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

Fields Institute

Numerical Analysis for Cervical Cancer Using Stochastic Levenberg-Marquardt Backpropagated Technique

Explore advanced neural network techniques for cervical cancer analysis, focusing on the Stochastic Levenberg-Marquardt Backpropagated method and its applications in oncology research.

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

Hausdorff Center for Mathematics

Fermionic Stochastic Analysis

Explore Grassmann random variables and non-commutative analysis tools for stochastic quantization of Euclidean fermionic quantum field theories in this mathematical physics talk.

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

Fields Institute

Cyclic Stochastic Fluid Flows with Time-Varying Generator - Asymptotic Periodic Analysis

Explore asymptotic periodic analysis of cyclic stochastic fluid flows featuring time-varying generators in this advanced mathematical presentation.

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