Mini-course: Introduction to stochastic dynamical systems

  • Paulo Ruffino (Universidade Estadual de Campinas, São Paulo, Brazil)
A3 02 (Seminar room)


We intend in the first two lectures to review the main introductory topics on stochastic analysis: martingales, Markov process, Brownian motion, Itô formula, stochastic differential equation and stochastic flow. In the last two lectures we show applications of stochastic calculus in geometry and dynamical systems, including stochastic processes in Lie groups, isometric decomposition of stochastic flows in Riemannian manifolds, and others.

Katharina Matschke

MPI for Mathematics in the Sciences Contact via Mail