Date
Mon, 20 Jun 2011
14:15
Location
Oxford-Man Institute
Speaker
Jochen Blath
Organisation
Technische Universitat Berlin

Duality methods can be very powerful tools for the analysis of stochastic

processes. However, there seems to be no general theory available

yet. In this talk, I will discuss and aim to clarify various notions

of duality, give some recent rather striking examples (applied to

stochastic PDEs, interacting particle systems and combinatorial stochastic

processes)

and try to give some systematic insight into the type of questions

that can in principle be tackled. Finally, I will try to provide you

with some intuition for this fascinating technique.

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