MSRI - Minicourse on Stochastic ODE and connections with nonlinear PDEs

Schedule
All lectures given by Craig Evans (UC Berkeley)

Monday, Sept. 26
9:00-10:30 Review/crash course on probability, Brownian motion , part I
10:30-11:00 Tea Break
11:00-12:30 Review/crash course on probability, Brownian motion , part II

Tuesday, Sept 27
9:00-10:30 Ito calculus, part I
10:30-11:00 Tea Break
11:00-12:30 Ito calculus, part II

Wednesday, Sept 28
9:00-10:30 Applications to PDE, part I
10:30-11:00 Tea Break
11:00-12:30 Applications to PDE, part II

Important

Airline travel reimbursement restrictions

Parent Program(s):
Nonlinear Elliptic Equations and Its Applications

Questions about this workshop should be sent either by email to 304@msri.org
or by regular mail to:

Minicourse on Stochastic ODE and connections with nonlinear PDEs Mathematical Sciences Research Institute 17 Gauss Way, Berkeley, CA 94720-5070. USA

The Institute is committed to the principles of Equal Opportunity and Affirmative Action.