Infinitesimal generator (stochastic processes)

Related lectures (14)

Covers communicating classes, hitting time, probabilities, and the Gambler's Ruin Model in stochastic processes.

Explores Brownian motion, Langevin equations, and stochastic processes in physics.

Explores the application of randomness in physical models, focusing on Brownian motion and diffusion.

Discusses convergence, martingales, Brownian motion, joint laws, testing procedures, and stop times.

Covers the Fourier transform, spectral densities, Wiener-Khinchin theorem, and stochastic processes.

Explores the concept of stationarity in continuous-time stochastic processes and its implications.

Covers Stochastic Calculus, focusing on Itô's Formula, Stochastic Differential Equations, martingale properties, and option pricing.

Covers optimal stopping problems in applied probability and stochastic processes, focusing on theory and practical applications.

Covers conformal loop ensembles and their applications in conformal field theory and quantum gravity.

Covers the quantum length of SLE and its natural parameterization, exploring key properties and relationships with random planar maps.

Covers the definition and properties of Markov chains, including transition matrix and examples.

Covers the analysis of random walks and their return probabilities in multiple dimensions.

Covers the characterization of stochastic processes, focusing on their mathematical foundations and real-world applications.

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