• Event Date: October 25, 2011
  • Event End Date: October 25, 2011
  • Event Start Time: 11:30 AM
  • Event End Time: 12:30 PM
  • Event Location: Hill 705
  • Event Type: Mathematical Finance and Probability Seminars
  • Extra Info: Speaker: Camelia Pop, Rutgers University

We prove existence, uniqueness and regularity results for a certain class of degenerate elliptic partial differential equations. We use these results to build generalized Heston-like processes which match the 1-dimensional marginal distributions of a certain class of Itô processes. The mimicking process is the unique weak solution to a stochastic differential equation and it possesses the strong Markov property.

Speaker: Camelia Pop, Rutgers University