Date & Time: Monday, September 29, 2014, 16:00-17:00.
Venue: Ramanujan Hall
Title: Translation Invariant Diffusions: An Introduction
Speaker: B. Rajeev, ISI Bangalore
Abstract: Classical diffusion theory is formulated in the language of unctions. But using duality, one can put it in the framework of distributions - in the same spirit as PDE is cast in the language of distribution theory. In doing this, old facts take on a new colouring. And new questions are possible. This also brings into focus, the subject of stochastic partial differential equations, of much recent interest.