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SUMMARY:Non-local differential operators in probability - Kirk Lecture - L
 uisa  Beghin (University of Rome La Sapienza)
DTSTART:20220427T150000Z
DTEND:20220427T160000Z
UID:TALK172643@talks.cam.ac.uk
DESCRIPTION:The study of nonlocal differential operators is an active fiel
 d of research in pure and applied mathematics and has been gaining increas
 ing attention over the last few years.\nFractional-order operators (i.e. i
 ntegrals and derivatives of non-integer order) are maybe the most famous a
 nd studied in the literature. Their origin goes back to the end of the sev
 enteenth century\, but only recently they have been applied to a variety o
 f fields ranging from biology to engineering\, probability theory\, physic
 s\, image processing and so on.\nWe will concentrate our attention\, in pa
 rticular\, on the stochastic applications of non-local operators\, for exa
 mple\, in the theory of anomalous diffusions and renewal processes.
LOCATION:Seminar Room 1\, Newton Institute
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