Inhomogeneous Bernstein Diffusions and Parabolic Equations: Some Recent Results
Event details
| Date | 13.04.2012 |
| Hour | 10:15 › 12:00 |
| Speaker | Pierre Vuillermot |
| Location | |
| Category | Conferences - Seminars |
Bernstein processes constitute in some sense a generalization of Markov processes. Starting with non-autonomous linear initial-and final-boundary value problems of parabolic type defined in bounded convex subsets of Euclidean space of arbitrary dimension, we will show how to associate with them Bernstein processes which can become reversible Itô diffusions under certain conditions, and how to get new and nontrivial information out of that association. We will also illustrate some of our results by considering the forward heat equation and its backward adjoint equation with Neumann boundary conditions in a twodimensional disk.
Practical information
- General public
- Free
Organizer
- CIB
Contact
- Isabelle Derivaz-Rabii