MA3: Five Lectures on Brownian Motion and Diffusions

label Diverse autorenew 2025-09-29, 17:01 history_edu Maria Dumitru
In these five lectures we discuss topics like one-dimensional diffusions, Bessel processes, excursions, logistic SDE, perpetual integral functionals of diffusions, and maximum increase and decrease of Brownian motion. The course is mainly based on the lecturers' and their collaborators' earlier and more recent research on the above listed topics. After an introductory lecture on diffusions, each lecture forms its own entity on a particular problem. Applications, e.g., in molecular biology and mathematical finance are indicated.

Period
18-08-2014 - 22-08-2014 (1 weeks)

Target group
The course is aimed at graduate students, but undergraduate students with strong background in probability theory and stochastic processes are also welcome. Researchers and postdocs in stochastics might also found the presented material interesting and useful.

Course aim
The most important aims of the Summer School are to develop post-graduates scientific readiness and to offer students the possibility to study in a modern, scientific environment and to create connections to the international science community.



Credits
2.0 ECTS credits

Course fee
EUR 0[Convert to USD]Participating the Summer School is free of charge, but student have to cover the costs of own travel, accommodation and meals at Jyvskyl.

Course leader
Coordinator: Dr. Anni Toivola (University of Jyvskyl, Finland)Lecturers: Prof. Pierre Vallois (Institut Elie Cartan de Lorraine, France), and Prof. Paavo Salminen (Department of Mathematics, bo Akademi University, Finland)

Scholarships
The 24th Jyvskyl Summer School is not able to grant any Summer School students financial support. In order to ensure your participation, we recommend that you take steps to secure your own funding, for example, by turning first to your home institution

University of Jyvaskyla Faculty of Mathematics and Science and Faculty of Information Technology
Address: Jyvaskyla Summer School, Faculty of Mathematics and Science P.O.Box 35 (YK312), FIN-40014 University of Jyvaskyla, Finland
Postal code: FIN-40014
City: Jyvaskyla
Country: Finland
Website: http://www.jyu.fi/summerschool
E-mail: jss@jyu.fi
Phone: +358505818351