Mathematical Conversations

Stochastic Characteristics: ellipticity and hypoellipticity from finite to infinite dimensions

I will give an elementary introduction to the connections between diffusions and stochastic characteristics in $\mathbb R^n$. I will then explain how one might think about what it means to be elliptic or hypoellipticity in an infinite dimensional setting.

Date & Time

November 10, 2021 | 6:00pm – 8:00pm

Location

Birch Garden, Simons Hall

Affiliation

Duke University; Member, School of Mathematics

Categories