German Mathematical Society Vice Chair analyzes the stochastic differential equation and the FPK equations

On October 19, 2017, Vice Chair of the German Mathematical Society(German: Deutsche Mathematiker-Vereinigung , DMV) Professor Michael Röckner gave a lecture on the "Stochastic Differential Equations versus Fokker-Planck-Kolmogorov Equations: a Short Review and Some Recent Progress" in the SUSTech Library's 111 Auditorium. SUSTech Vice President Tang Tao presided over the event.

On the site of the lecture

Professor Michael Röckner currently serves as Vice Chair of the German Mathematical Society, Member of the German DFG Foundation Evaluation Commission, the German Humboldt Foundation Review Board, the European Commission for Scientific Research (ERC) Frontier Fund Jury Chairman of the University of Bielefeld and professor at the Bielefeld University Department of Mathematics as well as other duties. Throughout his career he has made outstanding achievements in probability statistics and related fields.

Professor Röckner giving a lecture

During the lecture, Professor Michael Röckner explained the connections of Stochastic Differential Equations and Fokker-Planck-Kolmogorov equations, by showing the applications to stochastic partial differential equations and summarized some recent developments.

Subsequently, he cited a few examples of biological applications and other disciplines which commonly used the random differential equation in a brief introduction, and highlighted how it concerned many recent directions of scientific research. Stochastic differential equations are widely used in physics, biology, finance mathematics and other major disciplines, and have greatly helped in a variety of calculations from pricing of options to the occurrence of disease.

Q & A session

After the lecture, the professors and students had the chance to discuss the technical problems that were brought up during the lecture.

Students said that this lecture had given them a better understanding of the recent research in Statistics and Probability.

Text: Zhao Yuquan

Image: Tang Lingyun