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Event Details

Pathwise viscosity and entropy solutions to possibly degenerate fully nonlinear (stochastic) pde and scalar conservation laws with multiple spatially dependent rough fluxes

  • Event Date: February 24, 2015
  • Event End Date: February 24, 2015
  • Event Start Time: 11:45 AM
  • Event End Time: 12:45 PM
  • Event Location: Hill 705
  • Event Type: Mathematical Finance and Probability Seminars
  • Extra Info: Panagiotis Souganidis, U Chicago

Speaker: Panagiotis Souganidis, U Chicago

ABSTRACT

I will discuss the theories of stochastic viscosity solutions for Hamilton-Jacobi and degenerate second-order pde and stochastic entropy solutions to scalar conservation laws with "rough" time dependence. I will present some recent developments and list open problems.