Diffusions and PDEs on Wasserstein Space
|Starts:||14:00 15 May 2019|
|Ends:||15:00 15 May 2019|
|What is it:||Seminar|
|Organiser:||Department of Mathematics|
|Who is it for:||University staff, External researchers, Adults, Alumni, Current University students|
|Speaker:||Professor Fengyu Wang|
Join us for this research seminar, part of the Probability and statistics seminar series.
By solving image dependent SDEs, diffusion processes are constructed on the Wasserstein space. The exponential ergodicity and the Feyman-Kac formula are investigated for the diffusion processes, where the latter provides probabilistic representations of solutions to parabolic PDEs involving the second order intrinsic derivative on the Wasserstein space.
Professor Fengyu Wang
Organisation: Swansea University/Tianjin University
Travel and Contact Information
Frank Adams 2
Alan Turing Building