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.
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