Mod-07 Lec-03 Stochastic Differential Equations

Course Lectures

• Mod-01 Lec-01 Introduction to Stochastic Processes

  Dr. S. Dharmaraja

  Play
• Mod-01 Lec-02 Introduction to Stochastic Processes (Contd.)

  Dr. S. Dharmaraja

  Play
• Mod-01 Lec-03 Problems in Random Variables and Distributions

  Dr. S. Dharmaraja

  Play
• Mod-01 Lec-04 Problems in Sequences of Random Variables

  Dr. S. Dharmaraja

  Play
• Mod-02 Lec-01 Definition, Classification and Examples

  Dr. S. Dharmaraja

  Play
• Mod-02 Lec-02 Simple Stochastic Processes

  Dr. S. Dharmaraja

  Play
• Mod-03 Lec-01 Stationary Processes

  Dr. S. Dharmaraja

  Play
• Mod-03 Lec-02 Autoregressive Processes

  Dr. S. Dharmaraja

  Play
• Mod-04 Lec-01 Introduction, Definition and Transition Probability Matrix

  Dr. S. Dharmaraja

  Play
• Mod-04 Lec-02 Chapman-Kolmogrov Equations

  Dr. S. Dharmaraja

  Play
• Mod-04 Lec-03 Classification of States and Limiting Distributions

  Dr. S. Dharmaraja

  Play
• Mod-04 Lec-04 Limiting and Stationary Distributions

  Dr. S. Dharmaraja

  Play
• Mod-04 Lec-05 Limiting Distributions, Ergodicity and Stationary Distributions

  Dr. S. Dharmaraja

  Play
• Mod-04 Lec-06 Time Reversible Markov Chain

  Dr. S. Dharmaraja

  Play
• Mod-04 Lec-07 Reducible Markov Chains

  Dr. S. Dharmaraja

  Play
• Mod-05 Lec-01 Definition, Kolmogrov Differential Equations and Infinitesimal Generator Matrix

  Dr. S. Dharmaraja

  Play
• Mod-05 Lec-02 Limiting and Stationary Distributions, Birth Death Processes

  Dr. S. Dharmaraja

  Play
• Mod-05 Lec-03 Poisson Processes

  Dr. S. Dharmaraja

  Play
• Mod-05 Lec-04 M/M/1 Queueing Model

  Dr. S. Dharmaraja

  Play
• Mod-05 Lec-05 Simple Markovian Queueing Models

  Dr. S. Dharmaraja

  Play
• Mod-05 Lec-06 Queueing Networks

  Dr. S. Dharmaraja

  Play
• Mod-05 Lec-07 Communication Systems

  Dr. S. Dharmaraja

  Play
• Mod-05 Lec-08 Stochastic Petri Nets

  Dr. S. Dharmaraja

  Play
• Mod-06 Lec-01 Conditional Expectation and Filtration

  Dr. S. Dharmaraja

  Play
• Mod-06 Lec-02 Definition and Simple Examples

  Dr. S. Dharmaraja

  Play
• Mod-07 Lec-01 Definition and Properties

  Dr. S. Dharmaraja

  Play
• Mod-07 Lec-02 Processes Derived from Brownian Motion

  Dr. S. Dharmaraja

  Play
• Mod-07 Lec-03 Stochastic Differential Equations

  Dr. S. Dharmaraja

  Playing
• Mod-07 Lec-04 Ito Integrals

  Dr. S. Dharmaraja

  Play
• Mod-07 Lec-05 Ito Formula and its Variants

  Dr. S. Dharmaraja

  Play
• Mod-07 Lec-06 Some Important SDE`s and Their Solutions

  Dr. S. Dharmaraja

  Play
• Mod-08 Lec-01 Renewal Function and Renewal Equation

  Dr. S. Dharmaraja

  Play
• Mod-08 Lec-02 Generalized Renewal Processes and Renewal Limit Theorems

  Dr. S. Dharmaraja

  Play
• Mod-08 Lec-03 Markov Renewal and Markov Regenerative Processes

  Dr. S. Dharmaraja

  Play
• Mod-08 Lec-04 Non Markovian Queues

  Dr. S. Dharmaraja

  Play
• Mod-08 Lec-05 Non Markovian Queues Cont,,

  Dr. S. Dharmaraja

  Play
• Mod-08 Lec-06 Application of Markov Regenerative Processes

  Dr. S. Dharmaraja

  Play
• Mod-09 Lec-01 Galton-Watson Process

  Dr. S. Dharmaraja

  Play
• Mod-09 Lec-02 Markovian Branching Process

  Dr. S. Dharmaraja

  Play