Семинар по приложна математика
Институт по математика и информатика - БАН Block 8, 1113 БАН IV км., СофияСледващата сбирка на Семинара по приложна математика ще се проведе на 15.10 (сряда) от 15:00 в зала 503 на ИМИ-БАН. Доклад на тема Stochastic scattering control of Walsh's spider diffusion with optimal diffraction probability measure selected from its own local-time ще изнесе Исаак Охави, който работи в обалсти като стохастичен контрол, стохастична оптимизация и частни диференциални уравнения. Abstract: In this talk, we start by giving a short introduction on "classical" stochastic control theory and its connection with second order nonlinear PDE theory. Then, we present Walsh’s spider diffusions living on a star-shaped network, and explain how these processes are at the origin of new problems of stochastic scattering control. A main direction is to focus and understand precisely their behavior and local time at the vertex. Thereafter, [...]