Vivek Borkar
Indian Institute of Technology, Bombay, Mumbai, India
Markov selection for degenerate diffusions (A half-open problem?)
Sunday, October 27, 2024, 10:40 -- 11:10
The talk will describe a more principled approach to selecting a family of Markov measures for an ill posed martingale problem associated with degenerate diffusions and describe the successes and limitations of this approach.
Joint work with K. Suresh Kumar and Anugu Sumith Reddy.