Search for tag: "brownian"

The Rough Journey of Brownian Motion, Ilya Chevyrev

This public lecture was part of the Harmonic Analysis, Stochastics and PDEs workshop at ICMS. We were delighted to welcome speaker Ilya Chevyrev (University of Edinburgh) for this public lecture.The…

From  Iain Cms 0 likes 6 plays 0  

Maria Bruna, University of Cambridge

This recording is in the process of being subtitled. We aim to have edited captions available within 2 weeks of publishing.Title: Phase separation in active Brownian particles Abstract: In this talk,…

From  OLLIE Quinn 0 likes 22 plays 0  

Extremes of stochastic processes: Tomasz Rolski

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Tomasz Rolski Talk Title: Multivariate extremes for correlated Brownian motions with…

From  Belle Taylor 0 likes 78 plays 0  

Extremes of stochastic processes: Krzysztof Bisewski

This talk has been automatically captioned. You can remove these by pressing CC on the video toolbar. Name: Krzysztof Bisewski Talk Title: Bounds on the expected supremum of fractional Brownian…

From  Belle Taylor 0 likes 79 plays 0  

Krzysztof Kepczynski EVA Talk Preview

This talk has captions. You can remove these by pressing CC on the video toolbar. Name: Krzysztof Kepczynski Talk Title: Running supremum of Brownian motion in dimension 2: exact and asymptotic…

From  Anna Munro 0 likes 9 plays 0  

One World Virtual Seminar Series - Stochastic Numerics and Inverse Problems: Denis Talay (Inria and Ecole Polytechnique)

Denis Talay (Inria and Ecole Polytechnique) Probability distributions of first hitting times of solutions to SDEs w.r.t. the Hurst parameter of the driving fractional Brownian noise: A sensitivity…

From  Jane Walker 0 likes 63 plays 0