Friday, January 30, 2009

Stochastic differential equations

Posted by Danny Tarlow
I want to learn more about these: http://en.wikipedia.org/wiki/Stochastic_differential_equation

2 comments:

Yoav Freund said...

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.pdf

I 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

Danny Tarlow said...

Great! Thanks for the pointers. I'll check out your talk and will let you know if I have any questions.