Seminar 217, Risk Management: Nonstandard Analysis and its Application to Markov Processes

Risk Seminar
Sep 18, 2018 11:00am to 12:30pm
Location: 
1011 Evans Hall
Status: 
Happening As Scheduled
Nonstandard analysis, a powerful machinery derived from mathematical logic, has had many applications in probability theory as well as stochastic processes. Nonstandard analysis allows construction of a single object - a hyperfinite probability space - which satisfies all the first order logical properties of a finite probability space, but which can be simultaneously viewed as a...
Speaker: Haosui Duanmu, UC Berkeley (Speaker - Featured)