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
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.