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 gg2793@columbia.edu.
| 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. |