Gebze Teknik Üniversitesi Matematik Bölümü Genel Seminerleri
Ito Lemma and Stochastic Differential Equations
Kerem Uğurlu
Nazarbayev University, Kazakistan
In this talk, I will briefly review Brownian motion, Ito lemma and explicit solutions of linear stochastic differential equations.
Several examples from applied sciences in stochastic frameworks are presented. The talk is accessible to general audience.
