Probability, Ergodic Theory, Mathematical Physics Seminar

Convergence of Densities for Stochastic Heat Equation

Sefika Kuzgun

Friday, September 23rd, 2022
3:00 PM - 4:00 PM
Hylan 1106A

The purpose of this talk is to present recent results (joint work with David Nualart) on the uniform convergence of the densities of normalized spatial averages of the solution to the density of the standard normal distribution. These results are based on the combination of Stein’s method for normal approximations and Malliavin calculus techniques.

Event contact: arjun dot krishnan at rochester dot edu