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Math Colloquium
Ibrahim Ekren
ETH Zurich
Title: New Results on Viscosity Solutions of Path-Dependent PDEs

Abstract: In this talk, we define derivatives of functionals on the space of continuous paths and give an introduction to path-dependent partial differential equations (PPDEs). We define viscosity solutions for PPDEs and recall some wellposednes results. We will also mention new developments in this field. This talk is based on joint works with Christian Keller, Nizar Touzi and Jianfeng Zhang.

Date: Friday, January 15, 2016
Time: 4:30 pm
Location: Wean Hall 7500
Submitted by:  Bohman
Note: Refreshments at 4:00 pm, Wean Hall 6220.