PDE och tillämpningar: On a strongly degenerate parabolic equation of Kolmogorov

  • Datum:
  • Plats: Ångströmlaboratoriet 64119
  • Föreläsare: Kaj Nyström
  • Arrangör: Matematiska institutionen
  • Kontaktperson: Kaj Nyström
  • Seminarium

Abstract: Strongly degenerate parabolic equations of Kolmogorov type appear naturally in models for particle dispersion in random media as well in finance.  In this talk I will discuss results in the direction of our goal to develop a harmonic analysis approach to boundary value problems for these equations in appropriate geometries. Topics to be discussed include boundary comparison principles and the fine properties of associated parabolic measures.