Graduate Student Seminar

Speaker: Professor Olav Kallenberg

Title: Stochastic Dynamical Systems and SDE's -- An Informal Introduction

Abstract: Those are core topics of stochastic processes, studied intensely for more than a century and taught routinely in advanced graduate courses in probability theory (depending on instructor). I shall attempt an informal, elementary introduction to some key ideas of the subject, explained from the viewpoint of dynamical systems. No previous knowledge of probability is assumed, beyond the notion of independent random variables.


Note: This will be the last meeting of the Graduate Student Seminar for this semester and academic year. There will be no talk on April 25 (the last day of classes).