2.00-3.00 p.m., Seminar Hall
K. Lakshmanan Memorial Distinguished Lecture
Probability and Partial Differential Equations
S.R.S. Varadhan
Courant Institute of Mathematical Sciences, New York University, U.S.A.
20-01-16

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Abstract

We will explore some of the connections between these two areas. Brownian Motion and Heat equation, Diffusion processes and second order elliptic operators. Stochastic Control and non linear partial differential equations, etc.