Sequential Change-point Detection in Stochastic Differential Equations

Sequential Change-point Detection in Stochastic Differential Equations

Explore sequential change-point detection in stochastic differential equations through this 48-minute seminar presented by Yunhong Lyu from Université de Montréal as part of the MfPH Next Generation Seminar Series at the Fields Institute. Delve into advanced mathematical concepts and their applications in detecting critical shifts within complex stochastic systems.