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Rahul Roy

Conference on Probability Theory

In honour of Prof. Rahul Roy

Indian Statistical Institute, Delhi Centre

October 27, 2024 -- October 28, 2024

Details of talk
  • Vivek Borkar

    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.