演講者：許柏翰  教授

　　　　國立中山大學應用數學系

日　期：2023年11月15日（星期三）14:30

地　點：國立高雄大學理學院408室

講　題：What is a stochastic differential equation?

摘   要：

In this talk, we will begin by introducing some stochastic phenomena and the stochastic differential equations that describe them. Then we will introduce Brownian motion and the Ito formula. Lastly, we will introduce a method of solving a stochastic differential equation: the martingale problem.