Event Detail

Event Type: 
Department Colloquium
Date/Time: 
Monday, October 26, 2009 - 09:00
Location: 
Kidd 364

Speaker Info

Guest Speaker: 
Corina Constantinescu
Institution: 
Johann Radon Institute for Computational and Applied Mathematics
Abstract: 

We introduce an algebraic operator framework for solving high-order
integro-differential equations relevant in risk theory. The method relies on
transforming integro-differential equations into boundary value problems,
which are solved by symbolic techniques. Namely, the factorization of the
differential operator can be lifted to the level of boundary value problems,
amounting to iteratively solving first-order boundary problems. We illustrate
the method by analyzing functions of interest in risk theory.

Host: 
Enrique A. Thomann