Existence and Uniqueness for a class of non-linear PDE
Prof. B. Rajeev,
ISI Bangalore
| Speaker |
Prof. B. Rajeev,
ISI Bangalore
|
|---|---|
| When |
Feb 10, 2017
from 04:00 PM to 05:00 PM |
| Where | LH 006 |
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Abstract: In this talk we will outline a method of solving a class of non-linear PDE closely related to diffusion processes. Our method relies on specializing the methods used to solve the corresponding SPDE for the finite dimensional diffusion process and extends the results in B.Rajeev (2015, IJPAM)