SMS scnews item created by Georg Gottwald at Fri 13 Feb 2015 1433
Type: Seminar
Modified: Sat 7 Mar 2015 0915
Distribution: World
Expiry: 20 Mar 2015
Calendar1: 2 Mar 2015 1600-1700
CalLoc1: Carslaw 373
CalTitle1: Lecture series on "Stochastic limits for deterministic dynamical system": Ian Melbourne -- “Stochastic limits for deterministic dynamical system”
Calendar2: 6 Mar 2015 1600-1700
CalLoc2: Carslaw 373
CalTitle2: Lecture series on "Stochastic limits for deterministic dynamical system": Ian Melbourne -- “Stochastic limits for deterministic dynamical system”
Calendar3: 9 Mar 2015 1600-1700
CalLoc3: Carslaw 373
CalTitle3: Lecture series on "Stochastic limits for deterministic dynamical system": Ian Melbourne -- “Stochastic limits for deterministic dynamical system”
Calendar4: 13 Mar 2015 1600-1700
CalLoc4: Carslaw 373
CalTitle4: Lecture series on "Stochastic limits for deterministic dynamical system": Ian Melbourne -- “Stochastic limits for deterministic dynamical system”
Calendar5: 16 Mar 2015 1600-1700
CalLoc5: Carslaw 373
CalTitle5: Lecture series on "Stochastic limits for deterministic dynamical system": Ian Melbourne -- “Stochastic limits for deterministic dynamical system”
Calendar6: 20 Mar 2015 1600-1700
CalLoc6: Carslaw 373
CalTitle6: Lecture series on "Stochastic limits for deterministic dynamical system": Ian Melbourne -- “Stochastic limits for deterministic dynamical system”
Auth: gottwald@pgottwald2.pc (assumed)

# Lecture series on "Stochastic limits for deterministic dynamical system": Ian Melbourne

Dear All,

As part of his Visiting Fellowship to USyd Ian Melbourne (University of Warwick) will
give a set of six lectures on

“Stochastic limits for deterministic dynamical system”

Course Description: In these lectures, I will describe how stochastic differential
equations arise as limits of deterministic dynamical systems.  In particular, a
classical question in stochastic analysis -- the correct interpretation of stochastic
integrals -- is given a definitive answer.

The techniques range from smooth ergodic theory and basic probability theory to
cutting-edge stochastic analysis in the form of rough path theory.  (Rough path theory
is a precursor of Hairer’s recent Fields-medal work on regularity structures.  That
won’t be needed here, though I’ll try to explain what the point is.)

No background in ergodic theory, probability theory, or stochastic analysis will be
assumed in advance, and the necessary techniques will be built up as we go along.  The
first lecture will focus on a simple proof of the central limit theorem for dynamical
systems.

The lectures will be at USyd, Carlow Lecture Theatre 373 and will be held in March on

Monday 02/03 16-17h Friday 06/03 16-17h

Monday 09/03 16-17h Friday 13/03 16-17h

Monday 16/03 16-17h Friday 20/03 16-17h

The lectures are aimed at Honours and postgraduate students, so please encourage your
students to come along.

Hope to see you all there,

Georg


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