Nicolas Perkowski (FU)
Monday, February 17, 2020 - 11:00
Urania
An der Urania 17, 10787 Berlin
BMS DAYS

Universality is one of the most intriguing aspects of probability theory and it explains why certain probability distributions arise more natu- rally than others. But universal models for space-time phenomena often have a fractal-like structure and are quite singular and nowhere differentiable. In my talk I will explain how we can still interpret them as “smooth” functions and do calculus with them.

Nicolas Perkowski is a professor of stochastics at FU Berlin. His scientific research focuses on stochastic analysis and random dynamics.
submitted by Fagel (fagel@math.tu-berlin.de)