Events (Since covid these events are taking place online.)
The Parametrix method for skew diffusions
Tuesday, April 18, 2017 at 11:45am - 12:45pm
Jie Zhong, University of Rochester
Jie Zhong, University of Rochester: In this talk, we introduce the parametrix method and study the existence and the regularity properties of the density of a skew diffusion and provide a Gaussian upper bound. This expansion leads to a probabilistic representation.
Location Hill 705