Stochastic Differential Equation Courses and Certifications

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

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

Society for Industrial and Applied Mathematics

Deep Solver for Jumps in Backward Stochastic Differential Equations - Lecture

Innovative extension of deep solver for FBSDEs with jumps, using neural networks to tackle high-dimensional problems in option pricing and counterparty credit risk.

• YouTube
• 59 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

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

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 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

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

INI Seminar Room 2

A Closed-Form Transition Density Expansion for Elliptic and Hypo-Elliptic SDEs

Discover a groundbreaking closed-form expansion method for analyzing transition densities in elliptic and hypo-elliptic SDEs, with practical applications in parameter inference and stochastic modeling.

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

Banach Center

Global Approximation of SDEs Driven by Countably Dimensional Wiener Process

Zgłęb globalne przybliżenie równań różniczkowych stochastycznych napędzanych przeliczalnie wymiarowym procesem Wienera.

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

Advanced statistical physics

We explore statistical physics in both classical and open quantum systems. Additionally, we will cover probabilistic data analysis that is extremely useful in many applications.

• edX
• 10 weeks, 3-5 hours a week
• On-Demand
• Free Online Course (Audit)

IISER Pune;  NPTEL

Probabilistic Methods in PDE

Explore probabilistic methods in PDEs, bridging pure and applied mathematics. Learn stochastic calculus, Ito's formula, Feynman-Kac formula, and applications to finance and physics. Ideal for advanced researchers and doctoral students.

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