Ett informationsblad från matematiska institutionen vid Linköpings universitet. Material till Lite Mat lämnas till Maud Lindström litemat@mai.liu.se senast torsdagar kl 12.00.

Vi har dessutom ett arkiv av gamla nummer.

***LITE MAT***

Ett informationsblad från matematiska institutionen vid Linköpings universitet

v9 2002

Matematiska kollokviet

Onsdagen den 27 februari:

Inget kollokvium

Onsdagen den 6 mars, kl. 10.15-11.15 talar

Dr. Markku Rummukainen, programchef för SWECLIM, SMHI,

On climate modelling and climate scenarios

En sammanfattning finns att läsa på kollokviets hemsida
www.mai.liu.se/~anbjo/colloquia.html

Onsdagen den 6 mars, kl. 13.15-14.15 talar Dr. Pär Kullberg, Chalmers,

Number theory related to quantum chaos.

Sammanfattning: Quantum chaos is concerned with properties of eigenvalues and eigenfunctions of ``quantized Hamiltonians''. For instance, can classical chaos be detected by looking at the spacings between eigenvalues? Another problem is if classical ergodicity forces eigenfunctions to be equidistributed in a certain sense. We will give a short introduction to quantized Hamiltonians, and then show that the study of the above mentioned questions for some simple dynamical systems gives rise to interesting problems in number theory.

Lokal: MAI:s seminarierum Beurling

Välkomna!
Anders Björn,
Svante Linusson och
Stefan Rauch-Wojciechowski

Numerical analysis seminars

On Tuesday March 5 at 13.15, Lina Hemmingsson from the Department of Scientific Computing, Uppsala University, will give a talk on

Deffered Correction Methods for PDEs

The seminar will take place in seminar room Beurling.

Lars Eldén

Seminarium i matematisk statistik

Onsdagen den 6 mars, 15.15 - 17.00, talar

Prof. Esko Valkeila, Department of Mathematics, University of Helsinki
Esko.Valkeila@Helsinki.Fi

Stochastic analysis with respect to fractional Brownian motion

Abstract: Fractional Brownian motion Z is a centered continuous Gaussian processes with a covariance function where the parameter H is Hurst parameter or self-similarity parameter of the process Z, . The standard Brownian motion is a member of this family with . When or the process Z is not a semimartingale and the powerful semimartingale theory to define stochastic integrals is not available here.

In the case of there are several ways to define stochastic integrals with respect to fractional Brownian motions. The methods in the first group use the fact that fractional Brownian motion has finite p- variation or integration by parts formula from fractional calculus to define stochastic integrals. The methods of the second group use Skorohod integral to define the stochastic integrals with respect to fractional Brownian motion. We give a survey on the different approaches and show some connections between the different integrals on the level of Ito formula. This part of the talk is based on the works by R. Dudley and R. Norvaisa, Zähle, E. Alos, O. Mazet and D. Nualart, L. Decreusefond and A.S. Üstunel and others.

In the second part we prove a Burkholder-Davis-Gundy type of inequality for stopped fractional Brownian motion. The proof is based on certain path-wise transformations of fractional Brownian motion and is joint work with A. Novikov.

Lokal: Seminarierum Beurling.

Välkomna !
Timo Koski
Information: tikos@mai.liu.se, tfn: 28 1454

Mer information om MAI finns på under MAIs hemsida
Material till Lite Mat lämnas till Maud Lindström senast torsdagar kl 12.00.
Tel 013-281405, Fax 013-100746, Email: litemat@mai.liu.se

Denna sida har besökts

gånger