|Date: Wednesday, March 11, 2020
Location: 1360 East Hall (4:00 PM to 5:00 PM)
Title: Rank-dependent diffusions and PDEs
Abstract: In this talk, I will discuss rank-dependent diffusions. I will focus on two models: Up the River model and N-player games with fuel constraints. These problems require treating carefully the corresponding PDEs. The former is joint with Li-Cheng Tsai, and the latter joint with Xin Guo and Renyuan Xu.
Speaker: Wenpin Tang