Title: Stochastic Games for PDE
Date: 2:00 pm, Thursday, June 25th, 2020
Speaker: Forrest, Zachary
Abstract: This talk will serve as an introduction to techniques of stochastic games and their application to proving the existence of viscosity solutions to second order, degenerate-elliptic equations. We will define such equations and the class of viscosity solutions; give definitions and properties of martingales and stopping times, including Doob’s Optimal Sampling theorem; and give examples of stochastic games for Pucci’s maximal operators and the p-Laplace equation.
Video: Google Drive
Slides: Google Drive