Degenerate diffusions on Carnot groups

Faculty Member

Jing Wang

Project Image

In this project we want to visualize and study small time behavior of several strongly degenerate diffusion processes. First we start with a Kolmogorov process and its lift to a diffusion process in the first Heisenberg group.  Then we move on to diffusions that can be lifted to the Engel group. If time allows, we will also look at a diffusion that has a solvable structure, which is of great interest in finance.

Team Meetings


Project Difficulty


Undergrad Prerequisites

Completion of Calculus 3. Good programing skill.