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Mathematical Finance and Probability Seminars

"The Parametrix method for skew diffusions"

Jie Zhong, University of Rochester

Location:  HILL 705
Date & time: Tuesday, 18 April 2017 at 11:45AM -





Time: 11:45 AM
Location: Hill 705
Abstract: In this talk, we introduce the parametrix method and study the existence and the regularity properties of the density of a skew diffusion and provide a Gaussian upper bound. This expansion leads to a probabilistic representation.

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Department of Mathematics

Department of Mathematics
Rutgers University
Hill Center - Busch Campus
110 Frelinghuysen Road
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