Apr 2022-Mar 2023

Math-Fi seminar on 9 Jun.

2022.06.08 Wed up
  • Date: 9 Jun. (Thu.)
  • Place: On the Web
  • Time: 16:30-18:00
  • Speaker: Toshiyuki Nakayama (MUFG, Bank, Ltd.)
  • Title: Distance between closed sets and the solutions to SPDEs
  • Abstract: 
The goal of this talk is to clarify when the solutions to stochastic partial differential equations stay close to a given subset of the state space for starting points which are close as well. This includes results for deterministic partial differential equations. As an example, we will consider the situation where the subset is a finite dimensional submanifold with boundary. We also discuss applications to mathematical finance, namely the modeling of the evolution of interest rate curves. This talk is based on a co-authored paper with Stefan Tappe “Distance between closed sets and the solutions to stochastic partial differential equations”, arXiv:2205.00279v1, 30 Apr 2022 (https://arxiv.org/abs/2205.00279).

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