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

  • Mar 11, 2024 tba with Carlos Román Parra
  • Mar 15, 2024 tba with Esther Bou Dagher
  • May 21, 2024 tba with Immanuel Zachhuber