Speaker:
Knut Solna
Institution:
University of California, Irvine
Time:
Friday, October 11, 2013 - 4:00pm
Location:
MSTB 120
I will discuss some situations when uncertainty in model parameters motivates modeling in terms of random functions. Moreover, some about what is involved in the analysis of such problems. In the first example I consider a problem in mathematical finance, while in the second I consider a problem regarding waves propagating through very complex media.