Mathematics and Physics Seminar Series
AnnouncingAnnouncing
A Seminar Presentation
on Thursday
September 21, 2017
at 3:00 pm in
North Hall 102
at The University of New Haven
On the fractional generalizations of Fokker-
Planck equation
Dr. Sabir Umarov
Department of Mathematics & Physics
University of New Haven
Abstract: Theoretical explanation of Brownian motion was given first by Albert Ein-
stein in his one of the Annus Mirabilis 1905 papers. Brownian motion then appeared in
almost all branches of modern science. Three objects are bound with Brownian motion
(BM) forming a triangle: FP-IC-RW, where FP stands for Fokker-Planck equation, IC
for Ito (stochastic) calculus, and RW for random walk approximation of the driving pro-
cess (that is BM). In this triangle BM has a key role being the heart of this triple relations.
The talk will be devoted to one vertex of this triangle, namely to the Fokker-Planck
equation and its fractional generalizations. These generalizations describe random pro-
cesses driven by key stochastic processes other than BM. Many random processes
arising naturally in real life can be modeled by these fractional FP equations.
Fur ther Information
For further information, please contact Dr. Yasanthi Kottegoda at the Department of Mathematics
and Physics, Office: Maxcy 315, 203-932-1206, YKottegoda@newhaven.edu.