Wednesday, September 12, 1984 12:00 p.m.
Applied Research Laboratories
The University of Texas at Austin
The field of ordinary Stochastic Differential Equations (SDE) has in the past 20 years progressed from the dangerous and unexplored jungles of the cutting edge of analysis to the paved and well-lit treatments in undergraduate texts. Soon most differential equation courses will cover SDE in that hectic last two weeks of the semester as a sort of icing on the cake. Don’t be let out of the coming stochastic revolution. This talk will briefly cover the following:
1). Interesting situations in which SDB arise
2). Fundamentals of the random processes
3). The 0-U and Wiener processes
4). Ito and Stratonavich calculus
5). Numerical techniques
No dealers, please. This talk is strictly for neophytes. Emphasis is on “cookbook” techniques, no proofs.