Geo2Int Conference
In collaboration with Erlend Grong and Adrien Laurent I am co-organizing a conference 7-9 September at Univiersitetet i Bergen. The conference will bring together researchers in Differential Geometry, Integration Theory, and Numerical Methods. If you’re interested, the conference page can be found at
https://sites.google.com/view/geo2int/home
Course in Stochastic Differential Equations
Adrien and I also gave a topics course in SDEs this spring semester. It was quite enjoyable; for me it also served as preparation for a course in Stochastic Differential Geometry that I’m expecting to teach in the near future. The lectures essentially broke down into three parts:
- Review of measure and probability theory
- Stochastic Integration via Itô and Stratonovich integrals
- Selected topics in Numerical Methods for Stochastic Processes (Adrien) and Stochastic Differential Geometry (Gianmarco)
Below is a playlist with the video lectures captured throughout the semester.
