Speaker
Yastheer Hurriraj Bauchoo
(Student at UKZN)
Description
The Ito calculus is a formalism which is used to study stochastic differential equations. Stochastic differential equations differ from ordinary and partial differential equations in that they contain randomly fluctuating terms which cannot be analysed using traditional calculus methods. In this talk, the Ito calculus will be explained and examples of it’s application to physics will be given
Level for award;(Hons, MSc, PhD, N/A)?
Hons
| Apply to be considered for a student ; award (Yes / No)? | Yes |
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Primary author
Yastheer Hurriraj Bauchoo
(Student at UKZN)
Co-author
Prof.
Thomas Konrad
(University of Kwa-Zulu Natal)
