W dniach 21-25 maja 2013 gościem Instytutu Matematycznego UWr będzie prof. Wojbor A. Woyczyński (Case Weste Reserve University, USA). Wygłosi on cykl pięciu wykładów pt. Diffusive processes and stochastic differential equations. Wykłady będą odbywać się w godzinach 16:15-18:00 według następującego planu: 21.05 (wtorek), sala B, 22.05 (środa), sala 602, 23.05 (czwartek), sala WS 24.05 (piątek), sala 602, 25.05 (sobota), sala 602 Streszczenie 1. Random walk and its parabolic scaling limits, infinitesimal generator of Brownian motion. 2. Brownian motion as a measure on the space of continuous functions, nondifferentiability of smaple paths. 3. Poisson processes and their mixtures, transition to Levy processes. 4. Levy-Khinchine formula and infinitesimal generators of Levy processes. 5. Selfsimilar case and singular integrals, basic estimations. 6. Stochastic integrals with respect to Levy processes. 7. Ito sdes for Brownian and other Levy processes and the corresponding linear pdes. 8. Interacting particle systems and their scaling limits. 9. Asymmetric exclusion processes and nonlinear conservation laws. 10. Propagation of chaos for Burgers equations, nonlinear McKean processes, and their nonlocal versions.
