Seminários de Probabilidade

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Enviado por cattai em qui, 09/08/2018 - 09:27

15/08/2018: 14:30, sala 15
Palestrante: Conrado Freitas da Costa (Leiden University)
Título: From Particle Systems to the solution of Stochastic differential equation
Resumo: In this talk we discuss how to obtain solution to SDE's of reaction diffusion type using Interacting particle systems. We start by solving (using Interacting particle systems) an ODE in the one dimensional setting. Next we examine its fluctuations around a stable fixed point and then we generalize this method for the multidimensional case. If time allows I would also like to discuss some questions concerning a work in progress that consists of extending this technique to infinite regular graphs such as $Z$.

Idioma Português, Brasil

Local:

Salas da pós-Graduação no IME

Data do Evento:

qua, 03/01/2018 - 08:00