Colloquium
DATE	2023-12-07　15:10-16:00
PLACE	數學系館 1F3174教室
SPEAKER	許柏翰 教授（國立中山大學應用數學系）
TITLE	What is a Stochastic Differential Equation?
ABSTRACT	Stochastic differential equations (SDEs) are widely used in modeling phenomena in both social and natural sciences. In this talk, we will begin with some random phenomena and its underline SDEs. Then we will introduce Brownian motion, Ito integral, and the Ito formula. Lastly, if time permits, we will discuss a technique for solving an SDE called "martingale problem."