Analysis Student Seminar

from Monday
January 01, 2018 to Thursday
May 31, 2018
Show events for:
Instructions for subscribing to Stony Brook Math Department Calendars

Wednesday
January 31, 2018

4:00 PM
Math Tower 5-127
Jack Burkart, Stony Brook University
Intro to Brownian Motion

After a quick introduction, we'll define and discuss what we need to know about Gaussian random variables. From there, we will define what Brownian motion is, and give a construction of Brownian motion on an interval.


Wednesday
February 07, 2018

4:00 PM
Math Tower 5-127
Jack Burkart, Stony Brook University
Construction of Brownian Motion

We will start by addressing some of the questions asked in the last talk. After that and a quick review, we will construct Brownian motion on an interval.


Wednesday
February 14, 2018

4:00 PM
Math Tower 5-127
Matthew Dannenberg, Stony Brook University
Basic Properties of Brownian Motion

We discuss the basic properties of Brownian motion, including scaling and inversion relationships, Holder continuity, and nowhere differentiability.


Wednesday
February 21, 2018

4:00 PM
Math Tower 5-127
Ben Sokolowsky, Stony Brook University
Reflection and Conformal Invariance

We will discuss stopping times and the strong Markov property of Brownian motion, proving a reflection principle along the way. Time permitting we will also discuss the conformal invariance of Brownian motion.


Wednesday
February 28, 2018

4:00 PM
Math Tower 5-127
Silvia Ghinassi, Stony Brook University
Dimension Results for Brownian Motion

TBA


Show events for:
Instructions for subscribing to Stony Brook Math Department Calendars