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Related lectures (4)
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Levy Flights and Central Limit Theorem
Covers Levy flights, Central Limit Theorem, and Mesoscopic Master Equation with transition rates in an assurance system.
Stochastic Differential Equations
Covers Stochastic Differential Equations, Wiener increment, Ito's lemma, and white noise integration in financial modeling.
Fourier Transform and Spectral Densities
Covers the Fourier transform, spectral densities, Wiener-Khinchin theorem, and stochastic processes.
Poisson processes
Covers the properties and construction of Poisson processes from i.i.d. Exp(X) random variables, emphasizing the importance of the process rate and jump time distributions.
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