Lecture series on "Stochastic limits for deterministic dynamical system": Ian Melbourne

Dear All, 

As part of his Visiting Fellowship to USyd Ian Melbourne (University of Warwick) will
give a set of six lectures on 

“Stochastic limits for deterministic dynamical system” 

Course Description: In these lectures, I will describe how stochastic differential
equations arise as limits of deterministic dynamical systems.  In particular, a
classical question in stochastic analysis -- the correct interpretation of stochastic
integrals -- is given a definitive answer.  

The techniques range from smooth ergodic theory and basic probability theory to
cutting-edge stochastic analysis in the form of rough path theory.  (Rough path theory
is a precursor of Hairer’s recent Fields-medal work on regularity structures.  That
won’t be needed here, though I’ll try to explain what the point is.)  

No background in ergodic theory, probability theory, or stochastic analysis will be
assumed in advance, and the necessary techniques will be built up as we go along.  The
first lecture will focus on a simple proof of the central limit theorem for dynamical
systems.  

The lectures will be at USyd, Carlow Lecture Theatre 373 and will be held in March on 

Monday 02/03 16-17h Friday 06/03 16-17h 

Monday 09/03 16-17h Friday 13/03 16-17h 

Monday 16/03 16-17h Friday 20/03 16-17h 

The lectures are aimed at Honours and postgraduate students, so please encourage your
students to come along.  

Hope to see you all there, 

Georg