Skip to main content
☰
Side panel
MyCourses
Schools
School of Arts, Design, and Architecture (ARTS)
School of Business (BIZ)
School of Chemical Engineering (CHEM)
–sGuides for students (CHEM)
– Instructions for report writing (CHEM)
School of Electrical Engineering (ELEC)
School of Engineering (ENG)
School of Science (SCI)
Language Centre
Open University
Library
Aalto university pedagogical training program
UNI (exams)
Sandbox
CORONAVIRUS INFO
Koronavirus - tietoa opiskelijalle
Coronavirus - information for students
Coronavirus - information för studerande
Koronaviruksen vaikutus opiskeluun: kysymyksiä ja vastauksia
Effects of the coronavirus on studies: questions and answers
Coronaviruset och studierna: frågor och svar
Corona help for teachers
Service Links
MyCourses
- Instructions for Teachers
- Teacher book your online session with a specialist
- Digital tools for teaching
- Personal data protection instructions for teachers
- Instructions for Students
- Workspace for thesis supervision
WebOodi
Into portal for students
Courses.aalto.fi
Library Services
- Resourcesguides
- Imagoa / Open science and images
IT Services
Campus maps
- Search spaces and see opening hours
Restaurants in Otaniemi
ASU Aalto Student Union
Aalto Marketplace
ALLWELL?
Study Skills
Support for Studying
Starting Point of Wellbeing
About AllWell? study well-being questionnaire
(en)
(en)
(fi)
(sv)
Hi guest! (
Log in
)
Course search
Go
EEA-EV - Vaihtuvasisältöinen opinto, Applied Stochastic Differential Equations, 01.07.2020-04.09.2020
Home
Courses
school of ele...
department of...
eea-ev - vaih...
Sections
Materials
lecture 4 par...
Syllabus
Lecture 4 part 1: Introduction, Gaussian approximations of non-linear SDEs
◄ Lecture 3 Quiz
Jump to...
Jump to...
Announcements
General discussion
Homework Return for Round 1-4 (Deadline 31.7)
Homework Return for Round 5-8 (Deadline 28.8)
ODE Basics Quiz
Lecture 1 Part 1: Stochastic differential equations
Lecture 1 Part 2: Stochastic processes in physics and engineering
Lecture 1 Part 3: Heuristic solutions of linear SDEs
Lecture 1 Part 4: Heuristic solutions of non-linear SDEs, and Summary
Lecture 1 Quiz
Lecture 2 Part 1: Stochastic integral of Itô
Lecture 2 Part 2: Itô formula
Lecture 2 Part 3: Solutions of linear and non-linear SDEs, Summary
Lecture 2 Quiz
Lecture 3 Part 1: Fokker-Planck-Kolmogorov Equation
Lecture 3 Part 2: Moments of SDEs
Lecture 3 Part 3: Statistics of linear SDEs, Markov, Markov Properties and Transition Densities SDEs, Summary
Lecture 3 Quiz
Lecture 4 part 2: Itô-Taylor series of SDEs
Lecture 4 part 3: Itô-Taylor series based numerical methods, Summary
Lecture 4 Quiz
Lecture 5 part 1: Introduction, Runge–Kutta methods for ODEs
Lecture 5 part 2: Strong stochastic Runge–Kutta methods
Lecture 5 part 3: Weak stochastic Runge–Kutta methods, Summary
Lecture 5 Quiz
Lecture 6: Bayesian Inference in SDE Models - Problem Formulation
Lecture 6: Discrete-time Bayesian filtering and Smoothing
Lecture 6: Continuous/Discrete-Time and Continuous Bayesian Filtering and Smoothing
Lecture 6 Quiz
Lecture Slides
Project Work Topic Selection (Deadline July 26)
Project Work Return (Deadline Aug 28)
Lecture 4 part 2: Itô-Taylor series of SDEs ►
EEA-EV - Vaihtuvasisältöinen opinto, Applied Stochastic Differential Equations, 01.07.2020-04.09.2020
Sections
General
Schedule and organization
Homework Return
Materials
Project Work
For Aalto users
Home