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#Rough Path Theory

Showing: 14 courses
New York University (NYU)

Turbulence in Finance - BQE Lecture Series

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Explore financial turbulence with Mike Lipkin, covering topics like order drop, rough paths, and hedging strategies in this insightful lecture on advanced quantitative finance concepts.
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18 Lesons
56 minutes
On-Demand
Free-Video
International Centre for Theoretical Sciences

Yudovich Theory for Rough Path Perturbations of Euler's Equation - Lecture 2

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Delve into Yudovich Theory for rough path perturbations of Euler's equation in this advanced lecture by Torstein Nilssen, exploring mathematical aspects of fluid flow equations and recent developments in the field.
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1 Lesons
1 hour 25 minutes
On-Demand
Free-Video
Fields Institute

From Rough Paths to Streamed Data

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Explore the mathematical connection between rough paths theory and streamed data analysis, bridging theoretical concepts with practical applications in machine learning and dynamical systems.
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1 Lesons
56 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
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

Rough Paths for Physicists - Lecture 4

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Explore advanced concepts in rough path theory and its applications in physics, focusing on stochastic differential equations and path-dependent functionals.
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1 Lesons
2 hours 24 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
IPhT-TV

Rough Paths for Physicists - Course 3: Controlled Rough Paths and Rough Integrals - Lecture 3

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Explore controlled rough paths, rough integrals, and differential equations. Compare rough and stochastic integrals, and delve into the Itô stochastic area.
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1 Lesons
2 hours 5 minutes
On-Demand
Free-Video
IPhT-TV

Rough Paths for Physicists - Motivations, Sewing Lemma, and Young Integrals - Lecture 1

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Explore rough paths in physics, focusing on motivations, the sewing lemma, and Young integrals. Gain insights into advanced mathematical concepts for physical applications.
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1 Lesons
2 hours 17 minutes
On-Demand
Free-Video
International Centre for Theoretical Sciences

Yudovich Theory for Rough Path Perturbations of Euler's Equation - Lecture 5

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Explore Yudovich Theory for rough path perturbations of Euler's equation, delving into advanced fluid dynamics concepts and mathematical techniques.
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1 Lesons
1 hour 28 minutes
On-Demand
Free-Video
International Centre for Theoretical Sciences

Yudovich Theory for Rough Path Perturbations of Euler's Equation - Lecture 4

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Explore Yudovich Theory for rough path perturbations of Euler's equation, delving into advanced fluid dynamics concepts and mathematical techniques for analyzing fluid flow.
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1 Lesons
1 hour 42 minutes
On-Demand
Free-Video
Centre for Networked Intelligence, IISc

Towards a Theory of Exploration in Continuous-Time Reinforcement Learning

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Delve into advanced theoretical frameworks for continuous-time reinforcement learning, exploring relaxed controls and rough path theory for modeling exploration processes in stochastic environments.
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1 Lesons
1 hour 5 minutes
On-Demand
Free-Video