What can SDEs do for you?

Research Horizons Seminar
Wednesday, October 31, 2018 - 12:20pm
1 hour (actually 50 minutes)
Skiles 005
Georgia Tech
In this chalk plus slides talk, I will give a few examples from my own experience to illustrate how one can use stochastic differential equations in various applications, and its theoretical connection to diffusion theory and optimal transport theory. The presentation is designed for first or second year graduate students.