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Talk

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.

Upcoming Events of this Seminar

  • Monday, 14.07.25 tba with Alexandra Holzinger
  • Tuesday, 15.07.25 tba with Anna Shalova
  • Tuesday, 12.08.25 tba with Sarah-Jean Meyer
  • Friday, 15.08.25 tba with Thomas Suchanek
  • Friday, 22.08.25 tba with Nikolay Barashkov
  • Friday, 29.08.25 tba with Andreas Koller