18.03.2008 (Tuesday)

Infinite-dimensional diffusions and integrable equations

Regular Seminar Pierre van Moerbeke (Brandeis, USA)

16:00 Brunel U.
room M128

It is shown that non-intersecting Brownian particles, leaving from one point on the real line and forced to return to one or two points lead to some infinite-dimensional diffusions, which are described by non-linear PDE's. These equations have their origin in the theory of multicomponent KP equations.