Stochastic Processes Courses and Certifications

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
• Free Online Course (Audit)

Simons Institute

Tools from Stochastic Calculus - Part 1

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

• YouTube
• 58 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

Applied Algebraic Topology Network

Stochastic Topology and Statistical Persistence

Explore stochastic topology and statistical persistence, delving into advanced mathematical concepts and their applications in data analysis and machine learning.

• YouTube
• 1 hour 4 minutes
• On-Demand
• Free Video

Hausdorff Center for Mathematics

Schramm-Steif Variance Inequalities for Poisson Processes and Noise Sensitivity

Explore Poisson processes, variance inequalities, and noise sensitivity in stochastic geometry. Gain insights into k-percolation and the Poisson Boolean model with bounded grains.

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

Hausdorff Center for Mathematics

Stochastic Ricci Flow on Surfaces

Explores stochastic Ricci flow in 2D, introducing its formulation, symmetry properties, and construction of weak solutions. Discusses implications for compact surfaces and open questions.

• YouTube
• 50 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

International Centre for Theoretical Sciences

Dynamical Phase Transitions in Markov Processes by Hugo Touchette

Explore dynamical phase transitions in Markov processes, contrasting with equilibrium transitions and examining a Brownian motion model showcasing localization-delocalization phenomena.

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

ICTP Mathematics

Color-Position Symmetry in Interacting Particle Systems

Explore color-position symmetry in particle systems, covering probability, partition functions, and stochastic processes. Gain insights into ASEP and simulation techniques.

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

Fields Institute

The Planar Stochastic Heat Equation and the Directed Landscape

Explore stochastic heat equations and directed landscapes in probability theory, focusing on models, solutions, and applications in mathematical physics and statistical mechanics.

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

ICTP Mathematics

Mixing for Nonlinear PDEs, Perturbed by Bounded Random Forces - III

Explore mixing phenomena in nonlinear PDEs with bounded random perturbations, focusing on advanced mathematical concepts and analytical techniques.

• YouTube
• 1 hour 30 minutes
• On-Demand
• Free Video

ICTP Mathematics

Mixing for Nonlinear PDEs, Perturbed by Bounded Random Forces - II

Explore advanced mathematical concepts in nonlinear PDEs with bounded random perturbations, focusing on mixing phenomena and analytical techniques.

• YouTube
• 1 hour 26 minutes
• On-Demand
• Free Video

ICTP Mathematics

Mixing for Nonlinear PDEs, Perturbed by Bounded Random Forces - I

Explore mixing phenomena in nonlinear PDEs under bounded random perturbations. Gain insights into mathematical techniques for analyzing stochastic partial differential equations.

• YouTube
• 1 hour 30 minutes
• On-Demand
• Free Video

ICTP Mathematics

Determinantal Point Processes and Their Quasi-Symmetries - Alexander Bufetov

Explore determinantal point processes and their quasi-symmetries with Alexander Bufetov, delving into advanced mathematical concepts and their applications in probability theory.

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

Institut Henri Poincaré

Time-Reversal of the Spine of Branching Processes Near Stationarity

Explore homogenization in time-reversed spine processes for branching processes approximating PDEs at stationarity, with focus on biological applications.

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