BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Directed chain stochastic differential equation with reflection - 
 Tomoyuki Ichiba (University of California\, Santa Barbara)
DTSTART:20240809T080000Z
DTEND:20240809T090000Z
UID:TALK215686@talks.cam.ac.uk
DESCRIPTION:In this talk we shall discuss stochastic processes interacting
  on infinite directed graph by a class of stochastic differential equation
 s with local times and marginal distribution constraints. Here\, the local
  times describes the reflection &nbsp\;of the process on the boundary at e
 ach node and the marginal distribution constraints provide the uniqueness 
 of the distribution. We start with a system of finite-dimensional stochast
 ic equations for the vertices in the finite directed graph to discuss exis
 tence and uniqueness of the system and then take its limits as we let the 
 number of vertices go to infinity. We shall discuss the stability property
  of such systems.&nbsp\;
LOCATION:External
END:VEVENT
END:VCALENDAR