Title of the course: Brownian motion
Instructor: Dr. Şefika Kuzgun
Institution: Max Planck Institute for Mathematics in the Sciences
Dates: 21-27 July 2025
Prerequisites: Analysis, basic probability
Level: Advanced undergraduate, graduate
Abstract: This class will introduce Brownian motion. We will construct it as limit of simple random walks. We will then discuss some important properties, such as path regularity, its scaling. We will finish class discussing examples of processes related to Brownian motion.
Language: English