【專題演講】What is a Stochastic Differential Equation?-許柏翰 助理教授 (國立中山大學應用數學系)
講者：許柏翰 助理教授 (國立中山大學應用數學系)
時間：112年12月19日(星期二)下午14：00-15：30
地點：民生校區五育樓4樓401教室
摘要
Stochastic differential equations (SDEs) are widely used in modeling phenomena in both social and natural sciences. In this talk, we will begin with some random phenomena and its underline SDEs. Then we will introduce Brownian motion, Ito integral, and the Ito formula. Lastly, if time permits, we will discuss a technique for solving an SDE called "martingale problem."
時間：112年12月19日(星期二)下午14：00-15：30
地點：民生校區五育樓4樓401教室
摘要
Stochastic differential equations (SDEs) are widely used in modeling phenomena in both social and natural sciences. In this talk, we will begin with some random phenomena and its underline SDEs. Then we will introduce Brownian motion, Ito integral, and the Ito formula. Lastly, if time permits, we will discuss a technique for solving an SDE called "martingale problem."
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