Seminars & Colloquia Calendar
PDE Uniqueness for Diffusive Strict Local Martingales
Kasper Larsen- Rutgers University
Location: Hill 425
Date & time: Tuesday, 10 March 2020 at 11:50AM - 12:50PM
Abstract: For a real-valued diffusive strict local martingale, we prove a uniqueness result for the Cauchy problem for data with at most linear growth. Joint work with Umut Cetin (LSE).