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Tools from Stochastic Calculus - Part 1

Offered By: Simons Institute via YouTube

Tags

Mathematical Analysis Courses Theoretical Computer Science Courses Stochastic Processes Courses Probability Theory Courses Brownian Motion Courses Stochastic Differential Equation Courses

Course Description

Overview

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Explore fundamental concepts and techniques in stochastic calculus through this 58-minute lecture by Ronen Eldan from Microsoft Research. Delve into the first part of a comprehensive overview of tools from stochastic calculus, presented as part of the Analysis and TCS Boot Camp at the Simons Institute. Gain valuable insights into the application of these mathematical tools in theoretical computer science and related fields.

Syllabus

Tools from Stochastic Calculus 1


Taught by

Simons Institute

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