[Turkmath:9736] Analysis and Applied Mathematics Seminar Series

[Fatih Univ. Analysis and Applied Mathematics Seminar Series]

Dear All,

Please find below the information about the twelfth week of “Analysis and
Applied Mathematics Seminar Series”. You are cordially invited to attend
this seminar.



Please visit http://www.fatih.edu.tr/?ulasimbuyukcekmece for transport
information.



Sincerely Yours,



Assist. Prof. Dr. Fatma Songül Özesenli Tetikoğlu

Department of Mathematics, Fatih University, Buyukcekmece, Istanbul, TURKIYE

Phone: +90 212 866 33 00 ext: 2112



SEMINAR PROGRAM:





Speaker  : Ms. Student Hülya Acar, Fatih University



Title        : Stochastic Differential Equations



Abstract *: *Virtually all continious stochastic processes of importance in
applications satisfy an equation of the form



*dX_t = mu(t,X_t)dt + sigma(t,Xt)dB_t *with* X_0 = x_0.*



The equation coefficients  mu and sigma can be interpreted as measures of
short term variability, the modeler has a ready made pattern for the
construction of stochastic processes that reflect real world behavior.  We
will discuss like typical questions:

            1. Can one obtain existence and uniqueness theorems for such
equations?

What are properties of the solution?

            2. How can one solve a given such equation?





Date  : Monday, April 21, 2014



Time : 16.00-17.00



Place *: *B-316, Fatih University, Istanbul
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