Imperial College London

ProfessorGrigoriosPavliotis

Faculty of Natural SciencesDepartment of Mathematics

Professor of Applied Mathematics
 
 
 
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Contact

 

+44 (0)20 7594 8564g.pavliotis Website

 
 
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Location

 

621Huxley BuildingSouth Kensington Campus

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Summary

 

Stochastic Differential Equations - M4A51

Aims

This is a basic introductory course on the theory and applications of stochastic differential equations. The goal will be to present the basic theory of SDEs and, time permitting, to also present some specific applications such as stochastic optimal control, applications of SDEs to Partial differential equations etc.

Role

Lecturer