# sdes

Smooth transforms of Gaussian noise
Delta method, error propagation, unscented transform, Taylor expansion, in finite and inifinite dimensional spaces
2014-11-25
– 2022-05-12(Discrete-measure)-valued stochastic processes
2019-10-10
– 2022-05-04Divisible, decomposable and stable distributions
Ways of slicing randomness
2017-06-15
– 2022-04-18Measure-valued random variates
Including completely random measures and many generalizations
2020-10-16
– 2022-03-30COVID-19 in practice
SARS-CoV-2 to its friends
2020-11-25
– 2022-03-13System identification in continuous time
Learning in continuous ODEs, SDEs and CDEs
2016-08-01
– 2022-02-15Neural learning for spatiotemporal systems
2020-09-16
– 2022-02-02Stochastic partial differential equations
SDEs taking values in some function space
2021-01-27
– 2022-01-18Overparameterization
a.k.a. improper learning
2018-04-04
– 2021-12-08Stochastic calculus
Itô and friends
2019-09-19
– 2021-08-31Rough path theory
Also, signatures.
2021-04-02
– 2021-08-05Contagion processes and their statistics
2016-08-30
– 2021-07-15Media virality
Strategic modelling for content creators
2016-08-30
– 2021-07-15Backward stochastic differential equations
2019-09-19
– 2021-06-22Stochastic differential equations
2019-09-19
– 2021-06-22Transforms of random variates
2020-06-04
– 2021-05-14Stochastic Taylor expansion
Polynomial approximations of small randomnesses
2020-10-15
– 2021-05-14Infinite width limits of neural networks
2020-12-09
– 2021-05-11Path integral formulations
Feynman path integrals, esp for stochastic processes
2021-04-19Chaos expansions
Polynomial chaos, generalized polynomial chaos, arbitrary chaos etc
2020-05-21
– 2021-02-15Nonparametrically learning dynamical systems
2018-08-13
– 2020-12-08Malliavin calculus
2020-05-23
– 2020-05-25Lévy stochastic differential equations
2020-05-23Epidemics
2020-03-10
– 2020-04-03Potential theory in probability
Something about harmonic functions or whatever
2020-02-12Infinitesimal generators
Generators of the transition semi-group, connection to Kolmogorov forward equations
2017-05-29
– 2020-02-05Cherchez la martingale
Stuff about probability and orthogonality
2019-11-25
– 2019-11-30Sparse stochastic processes identification and sampling
Discrete sample representation of sparse continuous stochastic processes
2018-11-22
– 2018-10-29