Seminar series
Date
Mon, 20 Jun 2011
14:15
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.