Stochastic Differential Equations: A Dynamical Systems Approach

Dr. Blane Hollingsworth

School of Arts and Sciences
Macon State College

18 November 2011
Shelby Center 218
3:00 (Refreshements at 2:30)

Abstract

The idea of a stochastic differential equation (SDE) is a complicated one that depends on many different branches of mathematics. Although the language of SDE's is heavily reliant on probability and stochastic process, in this talk, we emphasize the language of differential equations and dynamical systems (thereby making the ideas more accessible to those who are seeking to refine deterministic models). No prior knowledge of SDE's is assumed; the goal is to minimize technical concerns to express the more basic ideas behind SDE's for a general audience.