Brownian motion, fall 2015
Teacher: Juha Vuolle-Apiala
Scope: 5 cr
Type: Advanced studies
Topics: The plan is to go through some central properties of d-dimensional Brownian motion. We will also consider the connection between Brownian motion and the classical potential theory, including the Laplace operator and harmonic functions.
Prerequisites: Knowledge of probability theory, f.ex. the courses "Todennäköisyysteoria I" and "Todennäköisyysteoria II". The courses "Levy-processes" and "Stokastiset prosessit" are useful.
Weeks 36-42 and 44-50, Friday 10-12 in room B321. A two-hour exercise class every second week.
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|1.||Friday ||12-14 ||B321 ||Juha Vuolle-Apiala |
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