Fall 2009 Thursday, October 22   Speaker: Thomas G. Kurtz Ph.D. The University of Wisconsin- Madison Title: "Diffusions and Diffusion Approximations Revisited" Abstract: Wolfgang Doeblin was already an established mathematician when, while serving in the French army at the age of 25, he committed suicide after his company was surrounded by German troops during the initial invasion of France. 60 years later probabilists were amazed to learn that shortly prior to his death, he had mailed a sealed envelope to the French Academy that contained a manuscript that in many ways anticipated the work of Ito that has been the foundation of the explosive development of the theory of diffusion processes for the last several decades. Doeblin's approach and its relationship to Ito's will be described and connections of his approach to diffusion approximations for continuous time Markov chains will be illustrated through examples.

Copyright c. 2009 The University of Iowa. All Rights Reserved. Photography c. UI Photo Service and University Relations, University of Iowa This page was last modified on Thursday, 08-Oct-2009 08:57:23 CDT . /me