Type: Seminar

Modified: Sat 7 Mar 2015 0915

Distribution: World

Expiry: 20 Mar 2015

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)

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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