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Probability and Math Finance Seminar
Carl Mueller, University of RochesterNonuniqueness 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 |