Wednesday, February 10, 2021 - 12:30 in ZOOM - Video Conference
On the Ambrosio-Figalli-Trevisan superposition principle
A talk in the Bielefeld Stochastic Afternoon series by
Stanislav Shaposhnikov from Moscow State University, Russia
| Abstract: |
We will discuss some generalizations of the known Ambrosio-Figalli-Trevisan superposition principle for probability solutions to the Cauchy problem for the Fokker-Planck-Kolmogorov equation, according to which such a solution is generated by a solution to the corresponding martingale problem. We will also discuss some applications to nonlinear equations and uniqueness problems.
Please contact stochana@math.uni-bielefeld.de for Meeting-ID and Password.
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