23 Apr 2010; Mat-Nat Faculty (UiTø), seminar room 208 B, Breivang. Friday 14:15-16:00.

Martin Rypdal

"Stochastic modeling in physics and finance"

In these lectures we will review several classes of stochastic processes, focusing on their scaling properties.

After this we will look at applications, with examples from space physics and climate research.

Finally I will present some results of my student Ola Løvsletten, who is doing research on the interest rate fluctuations.