Middle East Technical University Institute of Applied Mathematics Seminars

Brownian Motion on Time Scales
Ümit Aksoy
Atılım University, Turkey
Özet : The theory of time scales has been introduced to unify discrete and continuous analysis. In this talk, we will discuss the elements of probability theory and concept of Brownian motion on general time scales. After presenting a brief introduction on the subject, probability measure derived from Lebesgue Δ-measure, probability density function and generalized normal distribution on time scales will be given. After that, Brownian motion on time scales will be introduced and its quadratic variation will be derived.
  Tarih : 10.04.2018
  Saat : 15:40
  Yer : Institute of Applied Mathematics, S212
  Dil : English
  Web : http://iam.metu.edu.tr/event-calendars#colloquia