Stochastic differential equations on graphs

  • Hatem Hajri (University of Luxembourg, Luxembourg)
A3 01 (Sophus-Lie room)


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.

Katja Heid

MPI for Mathematics in the Sciences Contact via Mail

Upcoming Events of This Seminar

  • 30.04.2024 tba with Christian Wagner
  • 30.04.2024 tba with Annika Burmester
  • 21.05.2024 tba with Immanuel Zachhuber
  • 31.05.2024 tba with Olga Shishkina