In this talk we first give a quite elaborate introduction into the relations between S(P)DE, Fokker-Planck and Kolmogorov equations. Subsequently, we shall sketch a new method to prove uniqueness of solutions for Fokker-Planck equations.
강연자 | Michael Roeckner |
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소속 | Bielefeld Univ./Purdue Univ. |
date | 2011-10-20 |
<학부생을 위한 ε 강연> What mathematics can do for the real and even fake world
On Ingram’s Conjecture
Green’s function for initial-boundary value problem
Weak and strong well-posedness of critical and supercritical SDEs with singular coefficients
Noncommutative Geometry. Quantum Space-Time and Diffeomorphism Invariant Geometry
Fefferman's program and Green functions in conformal geometry
It all started with Moser
Symmetry Breaking in Quasi-1D Coulomb Systems
Q-curvature in conformal geometry
Contact Homology and Constructions of Contact Manifolds
<학부생을 위한 ɛ 강연> Symplectic geometry and the three-body problem
Idempotents and topologies
Unique ergodicity for foliations
Recent progress on the Brascamp-Lieb inequality and applications
Connes's Embedding Conjecture and its equivalent
Class field theory for 3-dimensional foliated dynamical systems
Unprojection
A new view of Fokker-Planck equations in finite and Infinite dimensional spaces
Convex and non-convex optimization methods in image processing
Sheaf quantization of Hamiltonian isotopies and non-displacability problems