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MATS528 MA3: Five Lectures on Brownian Motion and Diffusions (JSS24), 2 ECTS [home page]

Department of Mathematics and Statistics

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You cannot register for the course because the course has expired.
The registration deadline for this course passed 30.4.14 at 23:59.

General information

Home page: http://www.jyu.fi/summerschool
Begins - ends: 18.8.14 - 22.8.14
Registration period: 1.2.14 at 0:00 - 30.4.14 at 23:59
The registration may be cancelled before 25.6.2014 at 00:00.
Instructor(s): University lecturer Anni Laitinen (anni.t.laitinen@jyu.fi)
Credits: 2 ECTS cr.
Languages: language(s) of instruction: English; completion language(s): English
Registered: 29
Organisations:Department of Mathematics and Statistics (MATHS), Faculty of Mathematics and Science (SCI), Jyväskylä Summer School (JSS), Mathematics (MAT)
Current events:
  • Lecturers: Prof. Pierre Vallois (Institut Elie Cartan de Lorraine, France), and Prof. Paavo Salminen (Department of Mathematics, Åbo Akademi University, Finland)
  • The course is a part of the 24th international Jyväskylä Summer School programme
  • Material and exercises available for participants at https://koppa.jyu.fi/en/courses/164645

In these five lectures we discuss topics like one-dimensional diffusions, Bessel processes, excursions, logistic SDE, perpetual integral functionals of diffusions, and maximum increase and decrease of Brownian motion. The course is mainly based on the lecturers’ and their collaborators’ earlier and more recent research on the above listed topics. After an introductory lecture on diffusions, each lecture forms its own entity on a particular problem. Applications, e.g., in molecular biology and mathematical finance are indicated.


The course is aimed at graduate students, but undergraduate students with strong background in probability theory and stochastic processes are also welcome. Researchers and postdocs in stochastics might also found the presented material interesting and useful.

Modes of study:

Obligatory attendance at lectures, and completing the exercises.

Completion mode:


[Limit information on study groups]

Lecture [group details and registration]

Lecture [group details and registration]; registered 29, maximum 200
reg.time: 1.2.2014 00:00 - 30.4.2014 23:59
 LocationWeekDayDateAtSupervisorFurther informationURITapahtuman tiedot
1MaD 20234Mo18.8.201410:00-12:00LaitinenTapahtuman tiedot
2MaD 20234Tu19.8.201410:00-12:00LaitinenTapahtuman tiedot
3MaD 20234Wed20.8.201410:00-12:00LaitinenTapahtuman tiedot
4MaD 20234Th21.8.201410:00-12:00LaitinenTapahtuman tiedot
5MaD 20234Fr22.8.201410:00-12:00LaitinenTapahtuman tiedot

Demonstration [group details and registration]