Willem Fouché: On infinitesimal stochastic independence

Datum objave: 25. 1. 2016
Seminar za temelje matematike in teoretično računalništvo
Četrtek, 28. januarja 2016, ob 14:15 v predavalnici 3.05 na FMF, Jadranska 21
V četrtek, 28. januarja 2016, ob 14:15 bo v predavalnici 3.05 Fakultete za matematiko in fiziko Univerze v Ljubljani na Jadranski ulici 21 v Ljubljani potekalo predavanje Prof. Willema Fouchéja, University of South Africa, Pretoria, z naslovom On infinitesimal stochastic independence.

Abstract: In this talk I wish to explain the extent to which we can view Gaussian white noise, which is essentially the time "derivative" of Brownian motion, as the unique random field which is "infinitesimally stochastically independent", a notion to be explained and explored in the talk. It will be explained why Gaussian white noise cannot be defined as a classical stochastic process.