- Series
- Mathematical Finance/Financial Engineering Seminar
- Time
- Wednesday, November 12, 2008 - 2:00pm for 1 hour (actually 50 minutes)
- Location
- Skiles 255
- Speaker
- Christian Houdr̩ РSchool of Mathematics, Georgia Tech
- Organizer
- Christian Houdré
In connection with the class Stochastic Processes in Finance II, we will have a supplementary lecture where a first, 50 minutes long, movie on Doeblin's life will be shown. This will be followed by a second movie, 30 minutes long, where Yor explains on the blackboard Doeblin's contribution to what Shreeve calls the Ito-Doeblin's lemma.