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Math Colloquium
Sebastien Darses Department of Mathematics, Boston University Title: Stochastic derivatives and Partial Differential Equations Abstract: We will introduce general notions of stochastic derivatives on stochastic processes. We will first show how the tools from Malliavin Calculus allow to study these objects. The involved techniques yield applications on various structures of the processes under study: gradient diffusions, asymptotic expansions of fractional SDE. Second, we will extend ODE on stochastic processes through these derivatives. We will focuse on the relationships between these stochastic equations and various PDE, including the Navier-Stokes equation. Date: Monday, February 2, 2009 Time: 5:00 pm Location: Doherty Hall A310 |