Wolfgang Doeblin: A Mathematician Rediscovered

Mathematical Finance/Financial Engineering Seminar
Wednesday, November 12, 2008 - 14:00
1 hour (actually 50 minutes)
Skiles 255
School of Mathematics, Georgia Tech
In connection with the class Stochastic Processes in Finance II, we will have a supplementary lecture where a first, 50 minutes long, movie on Doeblin's life will be shown. This will be followed by a second movie, 30 minutes long, where Yor explains on the blackboard Doeblin's contribution to what Shreeve calls the Ito-Doeblin's lemma.