[Forum SIS] Seminario ARMSTRONG

[Matteo Ruggiero]

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STATISTICS SEMINARS @ COLLEGIO CARLO ALBERTO
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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:

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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.
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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

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Matteo Ruggiero
University of Torino and Collegio Carlo Alberto
www.matteoruggiero.it




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