Ian Zimmermann - Stochastic completeness and some (non-)linear characterizations

November 29, 2021 at 12:15 p.m.

Abstract

The goal of the talk is to provide an introduction to the concept of stochastic completeness (alternatively known as conservativeness or non-explosion) and discuss characterizations via linear partial differential equations. Based on this exposition, we will then consider a topic of more recent (and also current) research: the possibility of obtaining similar characterizations using non-linear variants of these PDEs.

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