Lecture 1. Brownian motion: definition and basic properties. Glinyanaya Ekaterina

Рет қаралды 6,984

Theory of Stochastic Processes

3 жыл бұрын

Lecture course for students "Browinan motion and Stochastic differential equations"

Пікірлер: 9

@randalllionelkharkrang4047 Жыл бұрын

Thanks for this. Do you have exercises and lecture notes ?

@ExpertMathematician 8 ай бұрын

thank you so much for this material i was searching why einstein using normal distribution to approach his formula

@sachin-mavi Жыл бұрын

thank you so much ... how can we access the lecture notes?

@dongwei8131 2 жыл бұрын

Professor, thank for your sharing. The lecture is very clear, and i learn a lot. by the way, will the total ten lectures be made available on line?

@theoryofstochasticprocesses 2 жыл бұрын

Thank you for your response. Yes, all lectures will be available here.

@kappiahdanquah 2 жыл бұрын

Please how can we access the lecture notes that accompanies these lectures or can you recommend any appropriate textbook?

@wenzhang365 9 ай бұрын

Thanks. Any recommended textbooks? I want to know where the non-negative function definition comes from.

@theoryofstochasticprocesses 9 ай бұрын

Any covariance function is a non-negative definite function. That's why we have such condition for covariance function of Brownian motion.

@Zenchiyu 7 ай бұрын

I can add that we sometimes see the formula she wrote in a matrix form with like v^T K v >= 0, K semi-definite positive (I'm more used to this, maybe you too)