Abstract for the talk at 25.03.2014 (11:00 h)

Arbeitsgemeinschaft ANGEWANDTE ANALYSIS

Hatem Hajri (University of Luxembourg, Luxembourg)
Stochastic differential equations on graphs

We review some aspects of stochastic calculus on graphs: Walsh Brownian motion, Ito's formula, Tsirelson theorem... We then study some examples of SDEs on graphs and their associated stochastic flows.


01.03.2017, 13:57