Department of Mathematics
Stochastic Differential Equations and their Applications.
Pete Caithamer
USMA, West Point NY
This talk will discuss the distributional properties of multiple stochastic integrals and their symmetrizations. Stochastic partial differential equations with both additive and multiplicative noises will then be considered. Particular attention will then be paid to the energy of the associated system and to the properties of the solution of that system. Extensions of results from the case of Brownian motion to the case of fractional Brownian motion will then be discussed. Finally an application of stochastic differential equations to radiative may be considered.
All interested persons are welcome.