Sigurd Assing (Warwick)

will speak on

Extension Technique for Functions of Diffusion Operators: a stochastic approach

Time: 2:00PM
Date: Wed 20th November 2019
Location: Seminar Room SCN 1.25 [map]

Further information

Abstract: It has recently been shown that complete Bernstein functions of the Laplace operator map the Dirichlet boundary condition of a related elliptic PDE to the Neumann boundary condition. The importance of this mapping consists in being able to convert problems involving non-local operators, like fractional Laplacians, into ones that only involve differential operators. We generalise this result to diffusion operators associated with stochastic differential equations, using a method which is entirely based on stochastic analysis.

(This talk is part of the Probability series.)

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