Title: On Connections between Partial Differential Equations and Associated Diffusion Processes
Speaker: Rajeeva Karandikar (CMI, Chennai)
Date: 27 June 2018
Time: 4 pm
Venue: LH-1, Mathematics Department
In this talk we will describe connections between second order partial differential equations and Markov processes associated with them. This connection had been an active area of research for several decades. The talk is aimed at Analysts and does not assume familiarity with probability theory.