Events (Since covid these events are taking place online.)

The Parametrix method for skew diffusions

Tuesday, April 18, 2017 at 11:45am - 12:45pm

Jie Zhong, University of Rochester

 Jie Zhong, University of Rochester:  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. 
Location   Hill 705