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Stochastic differential equations on graphs

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

Abstract

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

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