Sala P3.10, Pavilhão de Matemática

Robert Simione, Doutoramento em Matemática, IST/CMU
Introduction to Brownian Motion and the Itô Integral

We will begin by answering the question, “How do we talk about random things by using mathematics?” After that we will answer the question “How do use mathematics to apply new information to our predictions for the future?” Then we will finish by answering the question “How can we apply calculus to functions that have random values?” The talk is meant as an informal introduction to ideas in stochastic calculus.