## Mathematics Colloquium – Dr. David Lipshutz

Sensitivity analysis of reflected diffusions Reflected diffusions (RDs) constrained to remain in convex polyhedral domains arise in a variety of contexts, including as “heavy traffic” limits of queueing networks and in the study of rankbased interacting particle models. Sensitivity analysis of such an RD with respect to its defining parameters is of interest from both … Continue reading Mathematics Colloquium – Dr. David Lipshutz