報告題目：随機分析系列報告（II）
報 告 人：美國奧本大學Ming LIAO 教授
報告時間：2019年5月16日9:00-11:00
報告地點：數學樓202研究室
報告摘要：
A crash course to graduate students on stochastic analysis, in about three classes (two hours each), I can cover the basic theory of martingales, stochastic differential equations and diffusion processes, assuming students have taken a graduate course in probability and know something about Brownian motion
報告人簡介：
Ming Liao is the Professor of Department of Mathematics and Statistics in Auburn University. He was awarded Ph.D in Stanford University, USA in 1985. His field of Research is Stochastic Processes Analysis, including stochastic processes in Lie groups and manifolds.
