U petak, 18.5.2012., u 14:00 sati u 201 (PMF - Matematicki odjel)

 u okviru Seminara za teoriju vjerojatnosti

       Elton Hsu (Northwestern University)

će održati predavanje

       Differentiability of reflecting Brownian motion and the Neumann

       boundary value problem.

Sažetak predavanja mozete vidjeti na dnu ove obavijesti.

Pozivaju se članovi seminara i svi zainteresirani da prisustvuju

ovom zanimljivom predavanju.

         Ivana Geček Tuđen

   Sažetak: The Neumann boundary value of parabolic equation can be studied

   through path properties of reflecting Brownian motion. The multidimensional

   version of the Skorohod equation provides a pathwise construction of

   reflecting Brownian motion. We will discuss the differentiability of

   reflecting Brownian motion with respect to the starting point and the

   associated (discontinuous) multiplicative functional. The resulting

   probabilistic representation can be used to study analytic properties of the

   solutions of the parabolic equations.