Kavita Ramanan
Carnegie Mellon University
Title: Characterizations of reflected diffusions.
Reflected diffusions are stochastic processes that behave like diffusions in the interior of a domain and are constrained, according to a specified vector field on the boundary, to lie within the domain. Reflected diffusions in piecewise-smooth domains arise naturally as approximations to stochastic networks. We will discuss several questions related to these processes. In particular, we will describe how the geometry of the constraining vector field plays a key role in the analysis.
©2008, Department of Mathematical Sciences
Last Modified: May 8, 2008