Convex minorants and Burgers equation

Convex minorants and Burgers equation

Combinatorial Stochastic Processes Seminar
Dec 2, 2011, 01:00 PM - 02:00 PM | 740 Evans Hall | Happening As Scheduled
David Kaspar, UC Berkeley
Beginning with a crash course on Burgers equation tailored for those with limited PDE background, we discuss the relationship between convex minorants of stochastic processes and solutions of the inviscid Burgers equation with random initial data.