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数学学院、所2019年系列学术活动(第54场):美国奥本大学Ming LIAO 教授

发布时间:2019-05-13 15:28:22   |   点击数量:

报告题目:随机分析系列报告(I

报 告 人:美国奥本大学Ming LIAO 教授

报告时间:20195159:00-11:00

报告地点:数学楼一楼第一报告厅

报告摘要:

A crash course to graduate students on stochastic analysis, in about three classes (two hours each), I can cover the basic theory of martingales, stochastic differential equations and diffusion processes, assuming students have taken a graduate course in probability and know something about Brownian motion

报告人简介:

Ming Liao is the Professor of Department of Mathematics and Statistics in Auburn University. He was awarded  Ph.D in Stanford University, USA in 1985. His field of Research is Stochastic Processes Analysis, including stochastic processes in Lie groups and manifolds.