Probability Seminar

Title: The Parisi Formula via Stochastic Analysis
Speaker: Elton Hsu
Speaker Info: Northwestern University
Brief Description:
Special Note:

The Parisi formula is the most fundamental result in spin glass theory. In this talk we will present a new approach to the proof of Guerra's identity, from which the upper bound in the Parisi formula follows immediately. Among the techniques from stochastic analysis we will use include integration parts for Brownian motion, the Girsanov transform. There is also a relation with backward stochastic differential equations to be explored further. We hope that this approach will shed some light on the much more difficult lower bound in the Parisi formula. The basic ideas of this new approach will be outlined, and some details of the proof will be discussed if time permits.
Date: Tuesday, January 07, 2020
Time: 3:00PM
Where: Lunt 105
Contact Person: Elton Hsu
Contact email: ehsu@math.northwestern.edu
Contact Phone:
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