Speaker: Alexey Kuznetsov Title: Darboux transformation of diffusion processes Abstract: Second-order linear differential operators can often be viewed as infinitesimal generators of diffusion processes and in this way they give rise to Markov semigroups of transition probability operators. We aim to investigate the Darboux transformation on the level of these diffusion processes and their Markov semigroups. We show that this …
Mathematics Event