Stochastic Analysis Courses and Certifications

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
• Self-Paced
• Free Video

鞅与随机微分方程

本课程旨在为没有系统学过概率论基础、随机过程以及伊藤随机微积分，而又迫切希望快速掌握随机分析的基本知识和基础理论的科技工作者，提供一门随机分析方面的快捷入门课。

• XuetangX
• Self-Paced
• Free Online Course

Digital Signal Processing 2: Filtering

198 ratings at Coursera

Design digital filters: analyze how they act in time and frequency, choose and build them with the z-transform and numerical tools, and adapt filters to random signals.

• Coursera
• 3 weeks, 6 hours a week
• Self-Paced
• Paid Course

Engineering Genetic Circuits: Modeling and Analysis

Model genetic circuits as chemical reactions in SBML with iBioSim, simulate them using ODE and Gillespie stochastic methods, and apply hSSA, wSSA and iSSA variations.

• Coursera
• 5 weeks, 5 hours a week
• Self-Paced
• Paid Course

Derek Banas

Technical Analysis: MACD and Stochastic Oscillator Using Python

Use Python and real-time stock data to calculate MACD and stochastic oscillators and create customizable candlestick charts for technical analysis.

• YouTube
• 33 minutes
• Self-Paced
• Free Video

Stochastic Processes

The course on Stochastic Processes is mainly focused on an introductory part finalized to recover essential s  of measure theory dedicated to the probability measure, and on a wide study of the Browni

• Federica
• Self-Paced
• Free Online Course

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
• Self-Paced
• Free Video

Yacine Mahdid

Stochastic Depth for Neural Networks - Implementation and Analysis

Explore stochastic depth in neural networks: a regularization method for residual networks that enhances training speed and test performance. Includes methodology explanation and PyTorch implementation.

• YouTube
• 27 minutes
• Self-Paced
• Free Video

Stochastic Approximation: Theory and Applications

Study stochastic approximation algorithms through ODE-based convergence analysis, convergence rates, stability, two-timescale methods, and reinforcement learning applications.

• Swayam
• 12 weeks
• Available until Oct 9, 2026
• Free Online Course

Formal Verification of Embedded Linux Systems Using Trace-Based Models

Explore trace-based models for formal verification of embedded Linux systems, focusing on safety-critical aspects, real-time properties, and system instrumentation techniques.

• YouTube
• 38 minutes
• Self-Paced
• Free Video

水文随机分析

面向水文水资源研究的随机时间序列分析课程，涵盖线性平稳模型、灰色系统、谱分析、小波分析与经验模态分解。

• XuetangX
• Self-Paced
• Free Online Course

Stochastic Processes: Data Analysis and Computer Simulation

1 rating

The course deals with how to simulate and analyze stochastic processes, in particular the dynamics of small particles diffusing in a fluid.

• edX
• 6 weeks, 2-3 hours a week
• No Longer Offered
• Free Online Course

Stochastic processes

1 rating

Analyze renewal, Poisson, Markov, Gaussian and Lévy processes, compute stochastic integrals with Itô's formula, and test stationarity, ergodicity and spectral density of processes.

• Coursera
• 9 weeks
• No Longer Offered
• Paid Course

Probability and Stochastic for Finance

Builds the mathematical toolkit for derivative pricing, from probability and martingales through Brownian motion and Itô calculus to the Black–Scholes formula.

• Swayam
• 8 weeks
• No Longer Offered
• Free Online Course

IISER Pune;  NPTEL

Probabilistic Methods in PDE

An advanced introduction to probabilistic techniques for partial differential equations, covering stochastic calculus, Feynman–Kac methods, and linear and semilinear evolution problems.

• Swayam
• 12 weeks
• No Longer Offered
• Free Online Course