Department Banner

Events

The Parametrix method for skew diffusions

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

 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

Social Media

Contact Us

HillCenter

Mathematical Finance Master's Program

Department of Mathematics, Hill 348
Hill Center for Mathematical Sciences
Rutgers, The State University of New Jersey
110 Frelinghuysen Road
Piscataway, NJ 08854-8019

Email: finmath (at) rci.rutgers.edu
Phone: +1.848.445.3920
Fax: +1.732.445.5530