************************************************************************ STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO ************************************************************************
Mercoledì 20 Dicembre 2017, alle ore 11:30, presso il nuovo edificio del Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terra' il seguente seminario:
------------------------------------------------ John ARMSTRONG (King’s College London)
STOCHASTIC DIFFERENTIAL EQUATIONS AS JETS
We explain how Ito Stochastic Differential Equations (SDEs) on manifolds may be defined using 2-jets of smooth functions. We show how this relationship can be interpreted in terms of a convergent numerical scheme. We show how jets can be used to derive graphical representations of Ito SDEs and how jets give rise to a coordinate free approach to understanding SDEs and diffusions on manifolds. We will consider some applications of this approach. ------------------------------------------------
Tutti gli interessati sono invitati a partecipare.
Il seminario e' organizzato dalla "de Castro" Statistics Initiative (www.carloalberto.org/stats http://www.carloalberto.org/stats) in collaborazione con il Collegio Carlo Alberto.
Cordiali saluti, Matteo Ruggiero
--- Matteo Ruggiero University of Torino and Collegio Carlo Alberto www.matteoruggiero.it