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Probability and Math Finance Seminar

Carl Mueller, University of Rochester

Nonuniqueness for some stochastic PDE

Abstract: The superprocess is one of the most widely studied stochastic processes of the last 20 years. It arises as a limit of population processes, and includes information about the physical location of individuals. Usually the superprocess is measure valued, but In one dimension it has a density that satisfies a parabolic stochastic PDE. For a long time uniqueness for this equation was unknown. In joint work with Barlow, Mytnik, and Perkins, we show that nonuniquess holds for the superprocess equation and several related equations.

MONDAY, April 27, 2009
Time: 5:00 P.M.
Location: WeH 6423