Stochastic Processes Courses and Certifications

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

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

Explore stochastic processes for financial modeling, including random walks, Wiener processes, and geometric Brownian motion. Learn to analyze stock prices, returns, and option pricing for quantitative research and trading.

• Wolfram U
• 1 hour
• On-Demand
• Free Certificate

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

Stochastic Processes II - Lecture 14

Explore Brownian motion's continuous random dynamics, Markov properties, quadratic variation, and extensions like drift and reflection for financial modeling applications.

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

International Centre for Theoretical Sciences

Introduction to Stochastic Processes by Sanjib Sabhapandit

Explore stochastic processes in this advanced lecture, covering key concepts and applications in statistical physics for graduate-level students and researchers.

• YouTube
• 1 hour 32 minutes
• On-Demand
• Free Video

International Centre for Theoretical Sciences

Persistence and First-Passage Properties of Stochastic Processes by Satya N Majumdar

Explore stochastic processes, focusing on persistence and first-passage properties. Covers applications in chemistry, finance, astrophysics, and more. Examines Markov processes and run-and-tumble particle models.

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

Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Constrained Stochastic Processes: From Brownian Motion to Run-and-Tumble Particles

Explore constrained stochastic processes, including Brownian motion, Lévy flights, and run-and-tumble particles. Learn effective dynamics for generating constrained trajectories in various scenarios.

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

Topos Institute

Quantitative Results for Stochastic Processes

Delve into advanced mathematical concepts of monotone convergence, exploring finitary formulations and their applications in proof mining and stochastic processes.

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

INI Seminar Room 2

Stochastic Processes with Resetting - Applications in Cell Biology and Chemical Reactions

Explore stochastic search processes with resetting, examining applications in cytoneme-mediated morphogenesis and transition path theory for understanding particle diffusion and chemical reactions.

• YouTube
• 1 hour 18 minutes
• On-Demand
• Free Video

INI Seminar Room 2

Convex Hulls of Two Dimensional Stochastic Processes

Explore statistical properties of convex hulls in 2D stochastic processes, focusing on Brownian paths and their applications in animal population ranges and epidemic spread modeling.

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

Random Processes

Master correlation functions, spectral analysis, and Monte Carlo simulation techniques for understanding and modeling random processes in engineering systems, with focus on practical applications and data analysis.

• Coursera
• 15 hours 3 minutes
• On-Demand
• Paid Course

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

Centre International de Rencontres Mathématiques

Functional Convex Order for Stochastic Processes: A Constructive and Simulable Approach

Explorez la théorie de l'ordre convexe fonctionnel pour les processus stochastiques, avec une approche constructive et simulable présentée par Gilles Pagès.

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

IIT Bombay;  NPTEL

Introduction to Stochastic Processes

Learn probability techniques to model and analyze random events in daily life, covering topics from basic probability to advanced stochastic processes and their real-world applications.

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