Stochastic Differential Equation Courses and Certifications

Valence Labs

Likelihood Training of Schrödinger Bridge Using Forward-Backward SDEs Theory

Explore likelihood training of Schrödinger Bridge using Forward-Backward SDEs theory for deep generative modeling, offering mathematical flexibility and optimization principles.

• YouTube
• 1 hour 8 minutes
• On-Demand
• Free Video

Stochastic Calculus and Stochastic Differential Equations - Lecture 25

Explore Itô's formula and stochastic differential equations, covering Black-Scholes derivation, geometric Brownian motion, and Ornstein-Uhlenbeck processes in finance.

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

Simons Institute

Tools from Stochastic Calculus - Lecture 3

Explore advanced stochastic calculus techniques and their applications in analysis and theoretical computer science, enhancing problem-solving skills in complex probabilistic systems.

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

Simons Institute

Tools from Stochastic Calculus - Part 2

Explore advanced stochastic calculus techniques and their applications in analysis and theoretical computer science, enhancing problem-solving skills in complex probabilistic systems.

• YouTube
• 1 hour 8 minutes
• On-Demand
• Free Video

Hausdorff Center for Mathematics

On Yuansi Chen's Work on the KLS Conjecture III

Explores recent progress on the KLS conjecture in high-dimensional geometry, focusing on Eldan's Stochastic Localization technique and its implications for the slicing problem.

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

ICTP Mathematics

A Controllability Approach to SDEs Driven by Degenerate Noises and Applications to Networks of Oscillators

Explore stochastic differential equations with degenerate noise, focusing on controllability and applications to oscillator networks. Gain insights into exponential mixing and solid controllability.

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

Centre de recherches mathématiques - CRM

On Strong Solutions of Time Inhomogeneous Itô's Equations with Morrey Diffusion Gradient and Drift - CSMQ Colloquium

Explore strong solutions of time-dependent Itô's equations with irregular diffusion and drift terms in Morrey spaces, including existence, uniqueness, and related parabolic equations.

• YouTube
• 1 hour 1 minute
• 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

Centre International de Rencontres Mathématiques

Numerical Methods for SDEs with Singular Coefficients - Lecture 3

Explore numerical methods for SDEs with singular coefficients in this advanced mathematics lecture by Benjamin Jourdain, focusing on cutting-edge techniques and applications.

• YouTube
• 1 hour 31 minutes
• On-Demand
• Free Video

Centre International de Rencontres Mathématiques

Numerical Methods for SDEs with Singular Coefficients - Lecture 1

Explore numerical methods for stochastic differential equations with singular coefficients in this advanced mathematics lecture by Benjamin Jourdain.

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

Centre International de Rencontres Mathématiques

Numerical Methods for SDEs with Singular Coefficients - Lecture 2

Explore numerical methods for SDEs with singular coefficients in this advanced mathematics lecture by Benjamin Jourdain, focusing on cutting-edge techniques and applications.

• YouTube
• 1 hour 31 minutes
• On-Demand
• Free Video

Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Extreme Value Theory and Poisson Statistics for Stochastic Differential Equations

Explore extreme event distributions in stochastic processes using transfer operators and spectral analysis techniques for Stochastic Differential Equations.

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

Probabilistic AI School

SDEs Are All You Need for Latent Variable Models

Explore stochastic differential equations for latent variable models, focusing on applications in probabilistic AI and machine learning.

• YouTube
• 1 hour 5 minutes
• On-Demand
• Free Video

Centre International de Rencontres Mathématiques

Critical Dynamical Fluctuations in Reaction-Diffusion Processes

Explore critical dynamical fluctuations in one-dimensional reaction-diffusion processes at phase transition points, examining non-Gaussian density fluctuations and their scaling limits.

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

Fields Institute

Random Attractors and Nonergodic Attractors for Diffusions with Degeneracies

Explore random attractors and nonergodic attractors in degenerate diffusion processes through advanced mathematical analysis and theoretical frameworks.

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