Wave Seminar Marginal problems via stochastic control and related functional equations

Date
2007-12-21 16:00 - 2007-12-21 17:30
Place
Faculty of Science Building #4 Room 409
Speaker/Organizer
Toshio Mikami (Hiroshima Univ.)
 
In this talk we consider three marginal problems via threestochastic control problems: Monge-Kantorovich Problem, stochasticcontrol problem with fixed two end point distributions and withfixed marginal distributions at all times. We also discuss threeclasses of functional equations: Monge-Ampere equation,Schrodinger's functional equation and a new class of functionalequations introduced by myself.

http://coe.math.sci.hokudai.ac.jp/sympo/wave/index_en.html