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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." |