Stochastic Control Theory Reading Seminar

Spring 2023

Welcome to the Stochastic Control Theory Reading Seminar, organized by Georgy Gaitsgori and Richard Groenewald.

This Spring we will continue studying Stochastic Control Theory by reading Professor Daniel Ocone's lecture notes on Stochastic Control. Our talks will be held in-person in Columbia University (Math 528) on Mondays from 5p.m. to 6p.m. EDT.

This seminar is the logical continuation of the seminar held in Spring 2022.

If you would like to come or to be added on the mailing list, please email

Next Seminar

Date and time Speaker Title and abstract
Monday, January 30, 5:00p.m. EDT Georgy Gaitsgori Organizational meeting and reviewing stochastic calculus

We will discuss some organizational details and our plans. Afterward, we will cover the first pages of lecture notes. We will recall definitions of random fields, stochastic integral, and SDEs. We will also mention the main definitions and theorems about SDEs which will be used later.