Stochastic Games for PDE
Title: Stochastic Games for PDE
Speaker: Zachary Forrest
Date: Thursday, June 25th 2020
Time: 2:00pm
Abstract: This talk will serve as an introduction to techniques of stochastic games and their application to proving the existence of viscosity solutions to second order, degenerate-elliptic equations. We will define such equations and the class of viscosity solutions; give definitions and properties of martingales and stopping times, including Doob's Optimal Sampling theorem; and give examples of stochastic games for Pucci's maximal operators and the p-Laplace equation.
Видео Stochastic Games for PDE канала USF GradMath
Speaker: Zachary Forrest
Date: Thursday, June 25th 2020
Time: 2:00pm
Abstract: This talk will serve as an introduction to techniques of stochastic games and their application to proving the existence of viscosity solutions to second order, degenerate-elliptic equations. We will define such equations and the class of viscosity solutions; give definitions and properties of martingales and stopping times, including Doob's Optimal Sampling theorem; and give examples of stochastic games for Pucci's maximal operators and the p-Laplace equation.
Видео Stochastic Games for PDE канала USF GradMath
Показать
Комментарии отсутствуют
Информация о видео
Другие видео канала
Weyl's law and hearing the area of a drum
The Essentials of Viscosity Solutions in R^n III
Primes of the form p = x^2 + n*y^2
Martingales and Stopping Times II
Derivation of Nonlinear Schrödinger Equation From Approximation of Maxwell's Equations
Introductory Lectures on Quantum Field Theory: Lecture 2
The Essentials of Viscosity Solutions in R^n
Differentiation in real topological vector spaces
Asymptotic Methods in Analysis
A Brief Introduction to Lamplighter Groups and Diestel-Leader Graphs
Covid-19 Spreading: An Eigenvalue Viewpoint
Martingales and Stopping Times, Part I
Methods of nonlinear equations in the theory of algebraic geometry II
Introduction to Matroids
Introduction to Probability Theory
Extremal Graph Theory and the Problem of Zarankiewicz: Part 1
An Introduction to Coding Theory
Complex dynamics: Julia set generated from a family of quadratic functions
A survey of equilibrium in the plane
Introduction to Probability Theory II