Friday, January 24, 2020 — 12:00 pm, Aula M1.6, edificio Matematica

On a strongly degenerate parabolic equation of Kolmogorov

Abstract: Strongly degenerate parabolic equations of Kolmogorov type appear naturally in models for particle dispersion in random media as well in finance. In this talk I will discuss results in the direction of our goal to develop a harmonic analysis approach to boundary value problems for these equations in appropriate geometries. Topics to be discussed include boundary comparison principles and the fine properties of associated parabolic measures.