COLLOQUIUM
DEPARTMENT OF MATHEMATICS AND STATISTICS
OAKLAND UNIVERSITY
ROCHESTER, MICHIGAN 48309
Kenneth Kuttler
Department of Mathematics
Brigham Young University
Provo, Utah
A Few Topics on Stochastic Processes
Abstract
A stochastic process is of the form {X(t):t in I} where I is an index set, usually the positive integers or some interval in R and each X(t)
is a random variable having values in some Banach space. I will
discuss this terminology and include an elementary example. Then I
will describe the Wiener process and some of its remarkable
properties. Finally, I will consider the problem of stochastic
integration and some of the issues related to this subject.
Thursday, January 21, 2010
3:00 – 4:00 P.M.
372 Science and Engineering Building
(Refreshments at 2:30-3:00 PM in the kitchen area adjacent to 368 SEB)