SIMIODE EXPO 2021 - Minicourse M-R1 - Brian Winkel - Introduction to Differential Equations of Stochastic Processes

By Brian Winkel

SIMIODE, Cornwall NY USA

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Abstract

SIMIODE EXPO 2021 - Minicourse M-R1 - Brian Winkel - Introduction to Differential Equations of Stochastic Processes

Brian Winkel, Director SIMIODE, Cornwall NY USA

This was a presentation made at the SIMIODE EXPO 2021  - see program.

Abstract:  We describe efforts to introduce the mathematics of stochastic processes leading to an inifinite number of simple first-order differential equations. In this manner we obtain models of random processes such as number of V-2 rockets falling on London in WW II, number of no-hitters per season in Major League Baseball, particle emissions in nuclear physics experiments, police blotter growth, Poisson Process, and more. 

Outline of Minicourse

  • Pose a real problem
  • Introduce probability concepts
  • Share notions and mathematics of Stochastic Processes
  • Investigate role of differential equations in Stochastic Processes
  • Special case - Poisson Process
  • Demonstrate applications of Poisson Process
  • Return to our real problem.

All materials are available at Source: Winkel, B. 2013. 1-027-T-StochasticProcesses-TeacherVersion or 1-027-S-StochasticProcesses-StudentVersion . 

Cite this work

Researchers should cite this work as follows:

  • Brian Winkel (2021), "SIMIODE EXPO 2021 - Minicourse M-R1 - Brian Winkel - Introduction to Differential Equations of Stochastic Processes," https://simiode.org/resources/8225.

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