A mini-course 'Selected Chapters on the Theory of Stochastic Differential Equations' Professor A.Yu. Veretennikov
From September 5 to September 21, Professor A. Veretennikov (University of Leeds, UK) delivered lectures for the mini-course, 'Selected Chapters on the Theory of Stochastic Differential Equations'.
Topics covered in the mini-course were:
- Ito and Makkin-Vlasov Stochastic Differential Equations (CDS).
- Invariant measures and recurrent properties of solutions to CDS.
- Poisson equations in the whole space, using SDEs.