Prof. B. Rajeev: Translation Invariant Diffusions

Prof. B. Rajeev (Indian Statistical Institute) holder et seminar med tittelen: Translation Invariant Diffusions


In this talk we will describe recent results, based on Rajeev(2013) ,on
the construction of diffusions when the intial configuration of particles
is described by an arbitrary tempered distribution and the drift and
diffusion coefficients are suitably regular tempered distributions. These
diffusions satisfy an Ito type equation in the space of tempered
distributions for which we can show existence, uniqueness and the strong
Markov property. Our results also extend to the case when the diffusion
and drift coefficients are arbitrary tempered distributions and the
initial configuration is sufficiently regular.

Published June 12, 2015 1:22 PM - Last modified June 12, 2015 1:22 PM