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Department of Mathematics,
Department of Mathematics,
University of California San Diego
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Math 296 - Graduate Student Colloquium
Ruth Williams
UCSD
From Brownian Motion to Stochastic Networks
Abstract:
This talk will begin with an introduction to one of the fundamental stochastic processes in probability theory, Brownian motion. Next comes a constrained version, called reflected Brownian motion, a process arising as a diffusion limit of stochastic networks and of interacting particle models in statistical physics. This leads to many mathematical questions, some of which we shall see in the talk.
Organizer: Ioan Bejenaru
March 3, 2016
11:00 AM
AP&M 6402
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