Stochastic Processes Courses and Certifications

Fields Institute

Bass Martingales - An Overview

Discover Bass Martingales through this mathematical overview by Julio Backhoff-Veraguas, exploring stochastic processes and optimal transport applications in advanced probability theory.

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

Centre International de Rencontres Mathématiques

Dynamically Emergent Correlations in Stochastically Fluctuating Environments

Discover how strong particle correlations emerge dynamically through shared stochastic environments, even without direct interactions, in this exactly solvable Brownian model.

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

Centre International de Rencontres Mathématiques

On Some Deterministic Version of the Random Walk on Z^d

Explore deterministic Lorentz gas models as alternatives to random walks on Z^d, examining displacement functions, variance cases, and Gaussian limit laws in mathematical physics.

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

Institute for Pure & Applied Mathematics (IPAM)

Schrödinger Bridges: Old and New - Part 2 of 2

Delve into the mathematics of non-commutative Schrödinger bridges with Tryphon Georgiou, exploring theoretical foundations and potential applications as an extension of his work on classical Schrödinger bridges.

• YouTube
• 1 hour 9 minutes
• On-Demand
• Free Video

Harvard CMSA

Approach to Stationarity for KPZ Fluctuations in Finite Volume

Delve into the mathematical analysis of KPZ fluctuations in finite volume, exploring approaches to compute cumulants of height through asymmetric exclusion processes, matrix product representations, and Bethe ansatz methods.

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

Institut des Hautes Etudes Scientifiques (IHES)

Anomalous Diffusivity and Regularity for Random Incompressible Flows

Explore anomalous diffusion in random incompressible flows using rigorous mathematical analysis and renormalization group techniques to understand long-time Brownian motion behavior.

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

NPTEL;  IIT Bombay

Advanced Process Control

16 reviews

Comprehensive exploration of advanced process control techniques, covering linearization, modeling, stability analysis, stochastic processes, and control design methods for complex industrial systems.

• YouTube
• 1 day 10 hours
• On-Demand
• Free Video

Topics in Mathematics with Applications in Finance

5 reviews

The purpose of the class is to expose students to the mathematical concepts and techniques used in the financial industry. Mathematics lectures are mixed with lectures illustrating the corresponding application in the financial industry.

• MIT OpenCourseWare
• 32 hours
• On-Demand
• Free Video

Probability Theory and Stochastic Processes I - Lecture 5

Explore Principal Components Analysis and foundational probability concepts including Central Limit Theorem, utility optimization, and stochastic processes like martingales in finance.

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

Joint Mathematics Meetings

Interacting Stochastic Processes on Random Graphs

Explore interacting stochastic processes on random graphs, covering models like voter and neuronal hox, and examining challenges in sparse regimes and local convergence.

• YouTube
• 1 hour 11 minutes
• On-Demand
• Conference Talk

International Centre for Theoretical Sciences

Tutorial on Probability and Stochastic Processes in Quantitative Systems Biology

Dive into fundamental concepts of probability and stochastic processes, exploring theoretical frameworks essential for understanding complex ecological systems and biodiversity dynamics.

• YouTube
• 1 hour 36 minutes
• On-Demand
• Free Video

INI Seminar Room 2

Stochastic Search Processes and Encounter-Based Models of Absorption

Explore encounter-based methods for modeling absorption processes, from basic diffusive search to advanced run-and-tumble particles, with applications in membrane diffusion and stochastic search theory.

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

Institute for Pure & Applied Mathematics (IPAM)

HJ-Sampler - A Bayesian Sampler for Inverse Problems of Stochastic Processes by Leveraging Hamilton-Jacobi PDEs

Discover a novel Bayesian sampling algorithm for stochastic process inverse problems using Hamilton-Jacobi PDEs and score-based generative models with practical numerical examples.

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

Fields Institute

Stochastic Processes and Tumor Control Probability

Explore mathematical modeling of cancer treatment through stochastic processes and probability theory, focusing on tumor control analysis and therapeutic outcomes.

• YouTube
• 1 hour 13 minutes
• On-Demand
• Free Video

Raman Research Institute

Advances in Nonequilibrium Systems and Stochastic Processes - Day 1 Session 1

Explore cutting-edge research in nonequilibrium systems and stochastic processes, from microscopic fluctuations to emergent behavior in this physics conference session.

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