A brief walk through Integration By Parts for stopped diffusions
Speaker: Prof. Arturo Kohatsu-Higa (Ritsumeikan University, Japan)

Time: 9h Friday, December 6, 2019
Location: Room 611-612, Building A6, Institute of Mathematics

Abstract: In this expository talk, I will discuss perspectives on the integration by parts formula for stopped diffusion processes. Besides discussing some previous results, I will also discuss some of the related problems that are challenging.


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