Abstract
Brownian motion is a well-known stochastic process connected to Mathematical Physics, Statistical Mechanics, Partial Differential Equations and Mathematical Finance. In this talk, we motivate the definition of a Brownian motion as an equation of motion of a particle in a homogeneous medium, and then extend the definition towards a more general equation of motion, the Stochastic Differential Equations. After a brief overview of existence and uniqueness results, we shall discuss certain dependence of the solution with respect to the initial condition. The last part of the talk shall be based on a joint work with Arvind Kumar Nath.

About the Speaker
Dr Suprio Bhar received his BSc (Honours) degree in Mathematics (Under the University of Calcutta) from the Ramakrishna Mission Vidyamandira, Belur Math (2007), Master of Mathematics (2009) and PhD in Mathematics (2015) degrees from the Indian Statistical Institute. He also worked as a Postdoctoral Research Fellow at the TIFR Centre for Applicable Mathematics, Bangalore. His research interests include Stochastic Differential and Partial Differential Equations, Distribution Valued Processes and applications of Probability Theory to other fields of Mathematics.