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Tools from Stochastic Calculus - Part 2

Offered By: Simons Institute via YouTube

Tags

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

Course Description

Overview

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Explore advanced concepts in stochastic calculus with Ronen Eldan from Microsoft Research in this comprehensive lecture from the Analysis and TCS Boot Camp. Delve into sophisticated mathematical tools and techniques used in stochastic processes, building upon foundational knowledge to tackle complex problems in theoretical computer science and analysis. Gain insights into the applications of these advanced tools in various fields, including probability theory, financial mathematics, and algorithmic analysis.

Syllabus

Tools from Stochastic Calculus 2


Taught by

Simons Institute

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