PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker.

Title:Two parameter stochastic differential equations I
Seminar:Seminar on Probability and its Application
Speaker:Brian Nowakowski, PSU
We survey two results by Yeh and Protter on the existence and uniqueness of solutions for stochastic differential equations where the integrator is a two parameter semimartingale and the integrand is a previsible process. This is an extension of the classical SDE, and it will be connected to my recently defended PhD dissertation.

Room Reservation Information

Room Number:MB106
Date:03 / 22 / 2013
Time:02:20pm - 03:20pm