About:
As part of the workshop on Harmonic Analysis, Stochastics and PDEs, researcher Ilya Chevyrev gave a public lecture.
About the talk:
The history of Brownian motion dates back nearly 250 years when it was observed that coal and pollen particles in a liquid move in a jittery, seemingly random way. Since its discovery, Brownian motion has found remarkable applications in the sciences, such as helping us count the number of molecules in a room and modelling stock prices. In this lecture, we explored some of these applications, highlighting several striking and counter-intuitive properties of this motion, and where its study has recently taken us.