Department of Mathematical Sciences
Phone: 330 672 2430
Fax: 330 672 2209
Mathematics and Computer Science Building
Summit Street, Kent OH 44242
webmaster@math.kent.edu
Probability Seminar
Wednsday, 2:10 - 3:10; 213 MSB
Would you like to give a talk? e-mail: oana@math.kent.edu
Winter Semester 2005:
| Date | Speaker | Title/Abstract |
| April 27 | Yuriy Kolomiyets | "Limit Theorems for One-Dimensional SDE and Random ODE." "Abstract: We prove the weak convergence of the measures which correspondto the solutions of 1-dim. SDE or random ODE as parameter tends to zero.Coefficients of the initial equations and their derivatives are unboundedwith respect to the small parameter. The coefficients of the limit processes have clear representations. |
February 16, 23, March 9, 30 April 5, | Oana Mocioalca | "Stochastic Calculus for Fractional Brownian Motion" Abstract: We will define FBm and give some essential properties. Then we will present a Malliavin integral for FBm and the stochastic calculus associated to it. Depending on the interest we could present the known results on local time for FBm. Finally (if people will not be bored by then), we will present an alternative way (simpler in our opinion) of dealing with the problems of FBm with H<1/2. |