Mathematics
Inverse first passage time problems, free boundary value problems and associated particle systems
Mathematisches Kolloquium im Wintersemester 2024/25
When?
February 12, 2025, 17:15-19:00
Where?
Hörsaal der Kernphysik
S2|14 24
Schlossgartenstr. 9
64289 Darmstadt
Organiser
FB Mathematik
Contact
Prof. Dr. Martin Kolb, Universität Paderborn
The talk surveys recent developments in the area of inverse first passage time problems and related fields. These problems can be phrased purely probabilistically or alternatively via associated free boundary value problems. We mainly present the probabilistic approach without going into technical issues but we will also emphasize connections to analytic ideas.
Tags
Mathematisches Kolloquium, Mathematik, Numerik, Stochastik