DYNAMICAL SYSTEMS Seminar

Thursday, May 14, 2009

Constructions of Brownian motion II


Diogo Pinheiro
(ISEG - Universidade Técnica de Lisboa)

Abstract: I will continue discussing the subject of previous seminar presenting the third construction of Brownian Motion, based on the book "Brownian Motion and Stochastic Calculus" by Karatzas and Shreve.

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