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Anciennes conférences
New @uni.lu - Professeur Anton Thalmaier
Date: Mardi, 13 Mars 2007, 18:00 - 18:45
Lieu: Campus Limpertsberg, salle BS 0.03

Le début d'une tradition: Depuis janvier 2007, l’Université du Luxembourg organise des conférences inaugurales. Nous souhaitons la bienvenue au Professeur Anton Thalmaier le 13 mars 2007.

Mardi, 13 mars 2007, 18h00, salle BS 0.03, campus Limpertsberg

Professeur Anton Thalmaier

Faculté des Sciences, de la Technologie et de la Communication, Unité de Recherche en Mathématiques:

Conférence en langue anglaise

"Brownian motion: from pollen grains in water to global geometry",

In 1828 Robert Brown, a famous nineteenth century botanist, published his microscopical investigations that dust grains suspended in water perform a rapid and highly irregular motion. With the most careful scrutiny, he ruled out that these erratic movements were signatures of life.

In 1905 Albert Einstein, unaware of the work of Brown, predicted the phenomenon on theoretical grounds, caused through a bombardment by the molecules of the liquid, and formulated a correct quantitative theory of it.

It is remarkable that already 5 years before Einstein, in 1900, Louis Bachelier defended at the Sorbonne his thesis "Théorie de la Speculation" in which the mathematical theory of Brownian motion is initiated and used for the modeling of price movements and evaluation of contingent claims in financial markets.

During the last 100 years Brownian motion became not only the keystone of a fully probabilistic formulation of statistical mechanics, as well as for financial engineering on the stock markets, in mathematics it grew to an universal object that lies at the interface of Analysis, Geometry and Probability. Brownian motion feels curved spaces and helps to connect local and global geometry.