COLLOQUIUM - ANDREY PILPENKO

Andrey Pilpenko, Institute of Mathematics of NAS of Ukraine, will be speaking.

The presentation is titled "On Markov processes with irregular behavior at a fixed point."

We prove functional limit theorems for sequences of Markov chains or stochastic differential equations whose coefficients are strongly perturbed in a small neighborhood of a fixed "singular" point. The resulting limit processes may be diffusions with reflection, diffusions with semi-permeable or hard membranes, etc.

Location:	Online via Zoom [map]
Price:	free
Sponsor:	Department of Statistics and Probability
Contact:	Department of Statistics and Probability staff@stt.msu.edu 517-355-9589
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