Fausto Colantoni (Sapienza Università di Roma): Non-local Boundary Value Problems for Brownian motions




11/06/2024 at 17:30, Room 15, Faculty of Civil and Industrial Engineering, Via Eudossiana 18

We explore non-local boundary value problems associated with heat equations, deriving probabilistic representations of the solutions through transformations of Brownian motions involving both additive parts and time changes. This investigation reveals interconnections with stochastic resetting while showcasing its adaptability for extension into star graphs.

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