Brownian motion from a PDE point of view. Session 2

Presented by Prof. Nicolas Dirr from Cardiff University.

TSVP Talk Language: English (no interpretation). Target audience: General audience / everyone at OIST and beyond. Freely accessible to all OIST members and guests without registration (also via Zoom).

Speaker: Prof. Nicolas Dirr from Cardiff University

Establishing the existence of solutions to stochastic ordinary differential equations and the relation with Dirichlet and Neumann problems for linear differential operators.

2 x 2-hour sessions. July 22 and July 24.