Dynamical Systems Working Seminar
Friday, March 18, 2016 - 1:05pm
1 hour (actually 50 minutes)
We present some basic results from the theory of stochastic processes and investigate the properties of some standard continuous-time stochastic processes. Firstly, we give the deﬁnition of a stochastic process. Secondly, we introduce Brownian motion and study some of its properties. Thirdly, we give some classical examples of stochastic processes in continuous time and at last prove some famous theorems.