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.