Middle East Technical University Institute of Applied Mathematics Seminars

Stochastic Flows
Mine Çağlar
Department of Mathematics, Koç University, Turkey
Özet : In the area of probability and stochastic processes, stochastic flows, which are defined as special random transformations, are mostly determined by stochastic differential equations. A very important topic in stochastic differential equations is diffusion equations. The focus of this talk will be the weak solutions of some diffusion equations and new stochastic flows defined through them. Correlated Brownian motion equation, one-sided and two-sided sticky equations, and diffusions with rank-based coefficients will be overviewed.
  Tarih : 02.01.2018
  Saat : 15:40
  Yer : Institute of Applied Marhematics, S212
  Dil : English
  Web : http://iam.metu.edu.tr/event-calendars#siam_student_chapter
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