Non-local differential operators in probability - Kirk Lecture

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• Luisa Beghin (University of Rome La Sapienza)
• Wednesday 27 April 2022, 16:00-17:00
• Seminar Room 1, Newton Institute.

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FDE2 - Fractional differential equations

The study of nonlocal differential operators is an active field of research in pure and applied mathematics and has been gaining increasing attention over the last few years. Fractional-order operators (i.e. integrals and derivatives of non-integer order) are maybe the most famous and studied in the literature. Their origin goes back to the end of the seventeenth century, but only recently they have been applied to a variety of fields ranging from biology to engineering, probability theory, physics, image processing and so on. We will concentrate our attention, in particular, on the stochastic applications of non-local operators, for example, in the theory of anomalous diffusions and renewal processes.

This talk is part of the Isaac Newton Institute Seminar Series series.

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