PDE och tillämpningar: On a strongly degenerate parabolic equation of Kolmogorov
- Plats: Ångströmlaboratoriet 64119
- Föreläsare: Kaj Nyström
- Arrangör: Matematiska institutionen
- Kontaktperson: Kaj Nyström
Abstract: Strongly degenerate parabolic equations of Kolmogorov type appear naturally in models for particle dispersion in random media as well in finance. In this talk I will discuss results in the direction of our goal to develop a harmonic analysis approach to boundary value problems for these equations in appropriate geometries. Topics to be discussed include boundary comparison principles and the fine properties of associated parabolic measures.