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Podcast: Episode 12 – Terry Lyons – Stochastic Calculus

These are the show notes for episode 12 of the Travels in a Mathematical World podcast. 12, the number of edges of a cube, is the first number that can be written as a product of its proper divisors in more than one way. These are, of course, 2×6 and 3×4. More about the number 12 from thesaurus.maths.org.

This week on the podcast we hear from Professor Terry Lyons of the University of Oxford, who talked to me about Stochastic Analysis. You can find out more about his work on Terry Lyon’s homepage and the page of the Stochastic Analysis Group at Oxford.

If you’re interest is piqued by this topic, there is a set of introductory notes on Stochastic Calculus at King’s College, London. During the course of the episode, Terry mentions work by Andrey Kolmogorov, Joseph Doob and Kiyosi Ito.

You can find out more about my work with the IMA by reading this blog and visiting www.ima.org.uk/student.

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