printable pdf
比利时vs摩洛哥足彩 ,
university of california san diego

****************************

graduate 2022年亚洲世界杯预选赛 in probability seminar

felipe campos

ucsd

one-dimensional diffusions: feller's test

abstract:

in this talk we will introduce the basic definitions and tools for understanding one-dimensional stochastic differential equations. we will discuss well-posedness, the scale function, the speed measure, hitting times, and feller's test: the definitive characterization of explosion for these equations. relevant examples will be shown to motivate. if time permits, we will introduce feller's boundary classification.

november 4, 2019

9:00 am

ap&m 5829

****************************