Liu
Bie Ju Centre for Mathematical Sciences
City University of Hong Kong
Mathematical Analysis and its Applications
Colloquium
Organized by Prof. Philippe G. Ciarlet and Prof. Roderick Wong
On Some Applications of Stochastic Calculus in Analysis
by
Prof. Nicolas Privault
Department of Mathematics
City University of Hong Kong
Date: October 3, 2007 (Wednesday)
Time: 4:30 pm to 5:30 pm
Venue: Room B6605 (Faculty Conference Room)
Blue Zone, Level 6
Academic Building
City University of Hong Kong
Abstract: In the first part of this talk we will present a simplified exposition of Brownian motion. Then we will review some applications of stochastic calculus in analysis, including the classical probabilistic representation of the solutions of PDEs and some more recent results on the convex ordering of Gaussian measures.
** All interested are welcome **
For enquiry: 2788-9816
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