Abstract for the talk at 25.03.2014 (11:00 h)
Arbeitsgemeinschaft ANGEWANDTE ANALYSISHatem 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.