SEMINARS
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Spring 2006
STATISTICS
COLLOQUIUM
Wednesday, April 4, 2007
3:30-4:00—Refreshments
4:00-5:00—Talk
Yost Hall, Room 101
Wojbor A. Woyczynski, PhD
Department of Statistics
CASE
Non-Gaussian linear and nonlinear diffusive models in the physical sciences and finance
Abstract: I will review a number of random phenomena for which non-Gaussian diffusive models and, in
particular, Levy processes tools are a reasonable option.
Examples from fluid
mechanics, solid state physics, polymer chemistry, and mathematical
finance leading to such models are described. Both linear and nonlinear evolution
problems arising in this context will be discussed.
The talk can be seen as an introduction to Professor Cushman's colloquium talk scheduled for April 11..
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