A Tutorial Introduction to Stochastic Differential Equations: Continuous-time Gaussian Markov Processes

author: Chris Williams, University of Edinburgh
published: Feb. 25, 2007,   recorded: December 2006,   views: 71552
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Reviews and comments:

Comment1 rupak, April 7, 2007 at 12:57 a.m.:

Camera focus on speaker most of the time. Should have focus on the screen rather.


Comment2 manish, November 4, 2007 at 5:49 p.m.:

why does the camera EVER focus on the speaker when everything is on the board.please take note, its annoying


Comment3 Ryu, December 20, 2007 at 12:43 a.m.:

Cool prof. I might need a 'dumbed' down version of this lecture though.


Comment4 Gabriele, February 25, 2008 at 5:19 p.m.:

Great introduction to SDE: short, clear and comprehensive. Thanks.


Comment5 richard, March 9, 2008 at 5:48 a.m.:

very nice lecture of SDE introduction. Thanks!


Comment6 Tola, April 5, 2008 at 5:07 a.m.:

Thanks, for your brief explanation of this hard topic.


Comment7 mostafa, April 21, 2008 at 7:45 p.m.:

I'd like to know if there is any way to download lectures and watch them offline. please send your comment to the following email:

[email protected]


Comment8 pedro, August 6, 2008 at 3:30 a.m.:

That guy didn't know what he was talking about!


Comment9 jlost, September 4, 2008 at 10:25 p.m.:

Not great for an introductory presentation. The 'wandering' camera isn't too much of a problem, just download the slides and follow along.


Comment10 mohammed sakr, July 8, 2009 at 9:41 p.m.:

very nice cite thanks for your efforts, would you kindly help me to solve this equation :

dy/dt = a(t) - cy.

thank you very much


Comment11 Maryam, October 26, 2009 at 8:30 a.m.:

Hello. May I know if it is any way to have the video file to watch it offline? Its very difficult to watch it with my low speed inernet. Thank you so much.


Comment12 Amicable, April 20, 2010 at 10:31 a.m.:

Hello,thanks a million for your great work.Please how can l get the concept,history and examples of stochastic differential equations.l look forward to seeing your reply.


Comment13 Regina, December 15, 2023 at 5:26 p.m.:

Not very good for a presentation that starts out. It's not too hard to follow along with the "wandering" camera; just download the slides. See: https://elpasoartificialgrasspros.com


Comment14 Anne, January 30, 2024 at 1:21 a.m.:

Cool professor! Greetings from https://www.pasadenaconcretepros.com/

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