Department of Mathematics
Mathematics Colloquium - Spring 2009
Monday, February 9th, 2009
3:00pm - 4:00pm, in Science 2-065
3:00pm - 4:00pm, in Science 2-065
Kurt Jacobs
UMass Boston, Department of PhysicsStochastic Calculus and Levy Processes
Abstract:
I will describe Ito calculus, required to model differential equations driven by Gaussian noise. Time permitting, I will also introduce Levy processes, and in particular the stable Levy processes that do not obey the central limit theorem.
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Department of Mathematics University of Massachusetts Boston Phone: 617-287-6460; Fax: 617-287-6433 Information: math@umb.edu |
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