Chaotic phenomena described by stochastic equations


Wednesday 30 April 2008 at 15:00, room 1BC/45
Luigi Manca (grant holder at our Dip. Mat.)
"Chaotic phenomena described by stochastic equations"

It is well known that many natural phenomena such as population dynamics, stock exchange, diffusion of particles, can be seen as 'chaotic'.
To give a mathematical description of these `chaotic' phenomena has been developed the theory of stochastic processes and of the related stochastic differential equations.
Starting by the fundamental concept of Brownian motion, I shall introduce the main ideas and the basic tools in order to understand some easy models driven by stochastic equations.
Moreover, I shall describe how stochastic equations can be used to study some deterministic model.

Rif. int. C. Marastoni, T. Vargiolu

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