Speaker: Prof. Andrey Dorogovtsev, Institute of Mathematic, NAS Ukraine

Time: 16:00-17:00 pm, September 19/21/26/28 October 3/5, 2022, GMT+8

Venue: Zoom Meeting ID: 852 4434 8793 Password: 075030

Agenda


Abstract:

This course aims to provide a solid introduction on some advanced numerical methods and its applications. The first part of the course will introduce the definition of local times and Gaussian functionals, then discuss some properties when local times as a Gaussian functionals. And the second part of the course is devoted to introduce Hausdorff measure and dimension, then use the Hausdorff measure and dimension to discuss sef-intersections set of Brownian motion. Professor Andrey will give students some time to understand the knowledge and give some small questions about the lecture.

Biography:

Prof. Andrey Dorogovtsev is academician of the National Academy of Sciences of Ukraine, and the head of the Department of Stochastic Process, Institute of Mathematics, National Academy of Sciences of Ukraine. He is mainly engaged in the research of probability theory. At the same time, Professor Andrey Dorogovtsev is on the editorial board of "Theory of Stochastic Processes", "Ukraine Mathematical Journal" and other journals.

Source: SRMC