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#Brownian Motion

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Financial Engineering and Loss Reserving - Actuarial Science

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Comprehensive actuarial training covering utility theory, financial engineering, and loss reserving, with Excel applications and advanced stochastic processes for insurance professionals.
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14 Lesons
8 hours
On-Demand
Free-Video
California Institute of Technology

Pricing Options with Mathematical Models

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Explore mathematical models for pricing financial instruments, including stocks, bonds, options, and derivatives. Learn risk-neutral pricing, stochastic processes, and hedging strategies.
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76 Lesons
17 hours
On-Demand
Free-Video
NPTEL

Probability and Stochastics for Finance

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This course provides the minimum mathematical requirements to study mathematical finance or more precisely the pricing of financial derivatives.
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20 Lesons
11 hours
On-Demand
Free-Video
NPTEL

Biophysical Chemistry

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Explore protein structure, folding mechanisms, and biophysical techniques. Gain insights into forces driving protein stability, denaturation processes, and experimental methods for studying protein dynamics.
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43 Lesons
1 day 15 hours
On-Demand
Free-Video
Simons Semester on Dynamics

Integral Means Spectrum: Examples of Exact Computation

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Explore the multifractal spectrum of harmonic measure and integral-means spectrum of Riemann maps through explicit computations in deterministic and random cases.
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1 Lesons
1 hour 32 minutes
On-Demand
Free-Video
The Julia Programming Language

Discrete and Continuous Mathematics - MIT Computational Thinking Spring 2021 - Lecture 14

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Explore discrete and continuous mathematics, bridging concepts through indexing, function evaluation, area calculation, and random walks in computational thinking.
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9 Lesons
54 minutes
On-Demand
Free-Video
IPhT-TV

BMS and All That - Lecture 2

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Explore advanced concepts in BMS theory and related mathematical topics through an in-depth lecture by C Heissenberg, expanding on previous discussions.
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1 Lesons
2 hours 17 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Theoretical Modeling of Passive and Active Particle Dynamics in Shear Flow

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Explore theoretical models of particle dynamics in shear flow, covering both passive and active systems in physics and biology.
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1 Lesons
1 hour 29 minutes
On-Demand
Free-Video
ICTP-SAIFR

Apresentações Finais da III Escola de Verão ICTP-SAIFR para Jovens Físicos

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Explore tópicos avançados em física, desde nanomáquinas e matéria escura até computação quântica, com apresentações de jovens pesquisadores em uma escola de verão científica.
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1 Lesons
5 hours 12 minutes
On-Demand
Free-Video
International Centre for Theoretical Sciences

Dynamical Phase Transitions in Markov Processes by Hugo Touchette

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Explore dynamical phase transitions in Markov processes, contrasting with equilibrium transitions and examining a Brownian motion model showcasing localization-delocalization phenomena.
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14 Lesons
1 hour
On-Demand
Free-Video
International Centre for Theoretical Sciences

Chance and Chaos - How to Predict the Unpredictable by Jens Marklof

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Explore chaos theory, unpredictability, and mathematical tools for analyzing chaotic systems. Discover applications in weather forecasting, statistical physics, and everyday phenomena like coin tosses and bread kneading.
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32 Lesons
1 hour 26 minutes
On-Demand
Free-Video
International Centre for Theoretical Sciences

Order and Patterns in Randomness by Abhishek Dhar

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Explore hidden patterns in seemingly random events through examples of Random Walk, Brownian Motion, Statistical Physics, and a card trick. Gain insights into physicists' and mathematicians' approaches.
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1 Lesons
1 hour 4 minutes
On-Demand
Free-Video
Kavli Institute for Theoretical Physics

Generalized Riemann Hypothesis and Brownian Motion - Giuseppe Mussardo

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Explore the fascinating connection between number theory and physics, focusing on the Riemann Hypothesis and its relation to Brownian motion through statistical physics perspectives.
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1 Lesons
1 hour 10 minutes
On-Demand
Free-Video
International Mathematical Union

Laurent Saloff-Coste - Breaking Heat Kernel Estimates Into Pieces

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Breaking heat kernel estimates on Riemannian manifolds by analyzing pieces separately and reconstructing the whole. Explores Brownian motion within segments and transitions between them.
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1 Lesons
46 minutes
On-Demand
Free-Video
Society for Industrial and Applied Mathematics

Pathwise Entropy Solutions of SPDEs via Rank-Based Models - SIAM FME Virtual Talk

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Explore pathwise entropy solutions for SPDEs, linking stochastic portfolio theory and rank-based models. Uncover probabilistic insights under Brownian motion in this advanced mathematical presentation.
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1 Lesons
49 minutes
On-Demand
Free-Video
Institute for Pure & Applied Mathematics (IPAM)

Limit Shapes of Non-Intersecting Brownian Bridges via Harmonic Envelope

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Explores limit shapes of non-intersecting Brownian bridges, focusing on macroscopic patterns and connections to random Young tableaux using the tangent plane method and harmonic envelope.
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1 Lesons
43 minutes
On-Demand
Free-Video
Institute for Pure & Applied Mathematics (IPAM)

Stochastic Box-Ball System - Convergence to Brownian Motion

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Explore the stochastic version of the box-ball system and its convergence to semi-martingale reflecting Brownian motion in this mathematical presentation on discrete-time dynamical systems.
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1 Lesons
40 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

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Explore constrained stochastic processes, including Brownian motion, Lévy flights, and run-and-tumble particles. Learn effective dynamics for generating constrained trajectories in various scenarios.
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1 Lesons
32 minutes
On-Demand
Free-Video
Instituto de Física Interdisciplinar y Sistemas Complejos (IFISC)

Generation of Stochastic Trajectories - Applications to Complex Systems

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Explore stochastic trajectory generation and its applications in complex systems, focusing on interdisciplinary physics concepts and advanced modeling techniques.
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1 Lesons
53 minutes
On-Demand
Free-Video
Isaac Newton Institute for Mathematical Sciences

Random Maps and Random 2-Dimensional Geometries

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Explore random maps and 2D geometries, examining scaling limits, combinatorial tools, and connections to conformal random fields. Gain insights into discrete random metric surfaces and their convergence properties.
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1 Lesons
1 hour 11 minutes
On-Demand
Free-Video
Centre International de Rencontres Mathématiques

Cox Construction: A Random Walk in the Land of Stochastic Analysis and Numerical Probability

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Explore stochastic analysis and numerical probability through Cox Construction in this insightful conference talk by Philip Protter at CIRM's thematic meeting.
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1 Lesons
39 minutes
On-Demand
Free-Video
NCCR SwissMAP

Geodesic Levy Flight and Foraging Hypothesis - Analytic Techniques in Dynamics and Geometry

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Explore analytic techniques in dynamics and geometry, focusing on geodesic Levy flight and the foraging hypothesis. Gain insights into Brownian motion and geometric operators.
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13 Lesons
51 minutes
On-Demand
Free-Video
BIMSA

Highlights from the History of Probability

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Explore key milestones in probability theory, from Hilbert's problems to martingales, with insights on Brownian motion, Central Limit Theorem, and stochastic processes.
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15 Lesons
1 hour 46 minutes
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Thermalization of a Particle in a Magnetic Field - Lecture 4

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Explore thermalization of particles in magnetic fields and gain insights into advanced rough path theory applications in physics.
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1 Lesons
2 hours 7 minutes
On-Demand
Free-Video
Raman Research Institute

Random Walks in Physics - From Biopolymer Elasticity to Zero-Temperature Decoherence

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Explore the fascinating applications of Brownian Motion and random walks in physics, from biopolymer elasticity to quantum decoherence, through expert insights and research perspectives.
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1 Lesons
27 minutes
On-Demand
Free-Video
International Centre for Theoretical Sciences

Nonequilibrium Response Theory - Lecture 1

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Explore nonequilibrium response theory, covering fluctuations, linear response, and the fluctuation-dissipation theorem. Gain insights into equilibrium and dynamic responses in statistical physics.
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32 Lesons
1 hour 23 minutes
On-Demand
Free-Video
International Centre for Theoretical Sciences

Soft and Biological Matter - Introduction to States and Structures in Living Systems - Lecture 1

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Explore the intersection of biology and physics, covering topics from molecular evolution to ecology. Learn about physical constraints, evolutionary outcomes, and mathematical models in living systems.
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23 Lesons
1 hour 30 minutes
On-Demand
Free-Video
ICTP Mathematics

Quaternionic Brownian Windings

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Explore quaternionic Brownian windings, Lévy area formula, and stochastic processes in complex projective and hyperbolic spaces. Gain insights into asymptotic behavior and skew-product decompositions.
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13 Lesons
58 minutes
On-Demand
Free-Video
ICTP Mathematics

Brownian Motion, Evolving Geometries and Entropy Formulas - A. Thalmaier

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Explore Brownian motion, stochastic processes, and related mathematical concepts in this comprehensive lecture on evolving geometries and entropy formulas.
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13 Lesons
47 minutes
On-Demand
Free-Video
International Centre for Theoretical Sciences

Experiments in Stochastic Thermodynamics: Short History and Perspectives - Lecture 3

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Explore stochastic thermodynamics through experiments, tracing its history and future prospects. Gain insights into this interdisciplinary field's applications in soft matter physics and complex systems.
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1 Lesons
1 hour 42 minutes
On-Demand
Free-Video
International Centre for Theoretical Sciences

Non-Equilibrium Dynamics of Active Brownian Particles - A Paradigm in... by Thomas Franosch

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Explore non-equilibrium dynamics of Active Brownian Particles, a paradigm in active matter physics. Learn about directed motion, complex environments, and cutting-edge research in this field.
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1 Lesons
1 hour 35 minutes
On-Demand
Free-Video
PCS Institute for Basic Science

Random Target Searches by Multiple Particles

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Explore random target search dynamics with multiple particles, examining first-passage problems, competing agents, and optimal searcher distributions in various systems.
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15 Lesons
36 minutes
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Lecture 3

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Explore advanced concepts in rough path theory, focusing on applications in physics and stochastic analysis. Gain insights into this powerful mathematical framework.
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1 Lesons
2 hours 26 minutes
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Lecture 2

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Explore advanced mathematical concepts in rough path theory, focusing on applications in physics and stochastic analysis.
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1 Lesons
2 hours 24 minutes
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Lecture 1

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Explore rough paths theory in physics, covering iterated integrals, control differential equations, and applications to one-dimensional objects.
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11 Lesons
2 hours 39 minutes
On-Demand
Free-Video
IPhT-TV

BMS and All That - Lecture 1

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Explore Brownian motion and stochastic processes in this comprehensive lecture, delving into mathematical foundations and applications in physics and finance.
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1 Lesons
1 hour 55 minutes
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Course 2: Rough Paths, Combinatorics and Regularity

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Explore rough paths, combinatorics, and regularity in physics, focusing on Brownian motion and its applications in mathematical analysis.
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1 Lesons
2 hours 12 minutes
On-Demand
Free-Video
ICTP-SAIFR

Theoretical Foundations of Active Matter: Lessons from Ideal Microscopic Models - Class 3

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Explore theoretical foundations of active matter through ideal microscopic models, gaining insights into complex systems and their behaviors.
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1 Lesons
1 hour 33 minutes
On-Demand
Free-Video
ICTP-SAIFR

Theoretical Foundations of Active Matter: Lessons from Ideal Microscopic Models - Class 4

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Explore theoretical foundations of active matter through ideal microscopic models, gaining insights into complex systems and their behaviors.
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1 Lesons
1 hour 18 minutes
On-Demand
Free-Video
ICTP-SAIFR

Theoretical Foundations of Active Matter: Lessons from Ideal Microscopic Models - Class 1

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Explore theoretical foundations of active matter through ideal microscopic models, gaining insights into this dynamic field of physics and biology.
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1 Lesons
1 hour 33 minutes
On-Demand
Free-Video
Bogolyubov Institute for Theoretical Physics

Невідомий, Відомий Броунівський Рух

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Дослідіть глибинні аспекти броунівського руху, від класичних концепцій до сучасних відкриттів, розкриваючи маловідомі властивості та практичне застосування цього фізичного явища.
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1 Lesons
1 hour 47 minutes
On-Demand
Free-Video
Let's Code Physics

Random Walks for Particles - VPython for Physics

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Explore particle behavior through random walks using VPython, simulating and visualizing stochastic processes in physics.
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1 Lesons
17 minutes
On-Demand
Free-Video
Conference GSI

Couplings of Brownian Motions on SU2 and C

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Explore couplings of Brownian motions on SU2 and C, delving into advanced mathematical concepts and their applications in stochastic processes.
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1 Lesons
25 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Current Fluctuations in Noninteracting Run-and-Tumble Particles in One Dimension

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Explore current fluctuations in noninteracting run-and-tumble particles, focusing on flux distribution through origin and anomalous large-deviation form in active particles.
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1 Lesons
56 minutes
On-Demand
Free-Video
Centre International de Rencontres Mathématiques

Long-Time Existence of Brownian Motion on Configurations of Two Landmarks

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Explore Brownian motion on two-landmark configurations, examining long-term existence and geometric implications in this advanced mathematical analysis.
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1 Lesons
39 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Entropy Production Fluctuations Encode Collective Behavior in Active Matter

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Explore entropy production fluctuations in active matter systems, their connection to collective behavior, and methods to control dissipation and phase transitions.
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1 Lesons
55 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Packets of Diffusing Particles Exhibit Universal Exponential Tails

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Explore universal exponential tails in diffusing particle packets, extending large deviation theory for continuous time random walks and uncovering general behaviors in transport phenomena.
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1 Lesons
42 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Engineered Swift Equilibration: Applications and Optimization - Lecture

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Explore Engineered Swift Equilibration (ESE) applications in physics, including particle compression, first passage time optimization, and atomic force microscopy enhancements.
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1 Lesons
51 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Ordering of Diffusing Spins in Brownian Spin Models

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Explore phase transitions in Brownian spin models, examining continuous transitions in Potts models and BKT transitions in clock models. Analyze numerical simulations and discuss extensions to active particles.
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1 Lesons
45 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Brownian Motion at Interfaces - Experimental and Theoretical Studies

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Explore Brownian motion near interfaces using experimental, theoretical, and numerical methods. Analyze microparticle trajectories, probability densities, and non-Gaussian behavior to infer nanoscale properties.
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1 Lesons
40 minutes
On-Demand
Free-Video
Erwin Schrödinger International Institute for Mathematics and Physics (ESI)

Dynamics of Active Particles at High Densities

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Explore the dynamics of active particles at high densities in this advanced physics lecture by Thomas Voigtmann from the ESI's thematic programme.
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1 Lesons
48 minutes
On-Demand
Free-Video
Hausdorff Center for Mathematics

A Reverse Minkowski Theorem in Lattice Theory and Geometry

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Explore the groundbreaking reverse Minkowski theorem and its applications in complexity theory, cryptography, and algorithms, building on fundamental concepts in geometry of numbers.
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1 Lesons
57 minutes
On-Demand
Free-Video