DYNAMICAL SYSTEMS Seminar

Thursday, May 7, 2009

Constructions of Brownian motion


Diogo Pinheiro
(ISEG - Universidade Técnica de Lisboa)

Abstract: I will present three distinct constructions of Brownian Motion, based on the book "Brownian Motion and Stochastic Calculus" by Karatzas and Shreve. The focus of the talk will be on the main ideas and ingredients behind those constructions.

Thursday, May 7, 2009
Time: 14h30
Room: A2-25, Complexo Interdisciplinar, UL
http://cemapre.iseg.ulisboa.pt/seminars/dynsys/