Rachel Zhang, Australian National University
Dr Giang Nguyen, The University of Adelaide
Randomness is an important factor in modelling and analysing various-real life situations. This course covers some key aspects in stochastic modelling, including the theory underlying Brownian motions and diffusion processes, as well as techniques for numerical simulations.
(Assessment subject to change)
Lecture notes will be provided during the course. Numerous books on Brownian motions will be of help, including:
Pre-course quiz will be available shortly
Dr Giang Nguyen
The University of Adelaide
Dr Giang Nguyen is a Senior Lecturer in Applied Mathematics at the University of Adelaide. After receiving a PhD from the University of South Australia in 2009, she did her postdoctoral studies at the Universite libre de Bruxelles, Belgium, and the University of Adelaide until 2013. Her research interests include stochastic differential equations, Markov-modulated Brownian motions, stochastic fluid flows, matrix-analytic methods, branching processes, animal foraging, and energy systems.