Introduction to stochastic processes II

Series
Dynamical Systems Working Seminar
Time
Friday, March 11, 2016 - 1:05pm for 1 hour (actually 50 minutes)
Location
Skiles 170
Speaker
Hongyu Cheng – Georgia Tech
Organizer
Lei Zhang
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.