IE Semineri: “Stochastic Flows,” Prof. Dr. Mine Çağlar (Koç Üniversitesi), EA-409, 13:40 12 Nisan (EN)

Stochastic Flows

Prof. Dr. Mine Çağlar, Koç University
April 12, 1:40 p.m.

In the area of probability and stochastic processes, stochastic flows, which are defined as special random transformations, are mostly determined by stochastic differential equations. A very important topic in stochastic differential equations is diffusion equations. The focus of this talk will be the weak solutions of some diffusion equations and asscociated stochastic flows. Correlated Brownian motion equation, one-sided and two-sided sticky equations, and diffusions with rank-based coefficients will be overviewed.

Mine Caglar received her B.S. and M.S. degrees in Industrial Engineering from Middle East Technical University and Bilkent University, respectively. She holds a Ph.D. degree in Statistics and Operations Research from Princeton University. She is currently a professor at the Department of Mathematics at Koc University, where she has worked since 1999. She was a visiting scholar at Columbia University during Fall 2014. Her research interests include stochastic flows, mathematics of finance, branching processes, and telecommunication networks.