Seminário de Sistemas Dinâmicos

7 de Maio 2009, 14h30

Constructions of Brownian motion II
Complexo Interdisciplinar, Sala B3-01

Diogo Pinheiro (ISEG - Universidade Técnica de Lisboa)

Abstract:

I will present three distinct constructions of Brownian Motion, based on the book "Brownian Motion and Stochastic Calculus" by Karatzas and Shreve. The focus of the talk will be on the main ideas and ingredients behind those constructions.

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