Corsi di Laurea Magistrale in Matematica A.A. 2024/25

Stochastic calculus and applications

Prof. Lorenzo Bertini



The course is divided into various parts. In the first, Brownian motion will be introduced and its properties discussed, the second part concerns the general theory of Markov processes (Feller processes), the third refers properly to stochastic calculus, with the analysis of stochastic equations. The most interesting part of the course is the last one in which various applications of the developed theory are discussed, in particular to statistical physics. Wishes include: Smoluchowski approximation, McKean-Vlasov system, Freidlin-Ventzell theory, logarithmic Sobolev inequalities, Bakry-Emery criterion, stochastic currents,.... Inevitably, they are largely destined to remain wishes. However, applications to finance are banned from the course.


Schedule



Meeting: after lectures.

OPIS code: D8P08B0W



Syllabus (tentative)

Examinations schedule

Textbook




Exercises proposed in the past (in Italian)


Examination procedure (A.A. 2024/25)

The exam consists in a oral interview. The students have the option to study in more deep one of the topics in the course, to be agreed with the Professor. In this case, the first question of the interview will be on that topic.

N.B. Only the students booked via Infostud will be allowed to take the exam.





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