Seminars & Colloquia Calendar
"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.