Randomness in the world with a smattering of other randomness
Hi Danny,Stochastic differential equations are great! For a good I primer I recommend these lecture notes by Ramon Van Handel:http://www.princeton.edu/~rvan/acm217/ACM217.pdfI am now using SDE in my machine learning research. See my talk here: http://videolectures.net/yoav_freund/If you are interested to learn more about this and maybe work with me, send me an email!Yoav
Great! Thanks for the pointers. I'll check out your talk and will let you know if I have any questions.
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