Probability Seminar——Singular SDEs with random coefficients
Holder: Guohuan Zhao (CAS)
Time:2022-04-25 14:00-15:00
Location:Tencent Meeting(435 133 045)
Abstract:
The main object of this talk is Itô uniformly non degenerate equations with random coefficients. We will show that when the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions for the sample points, the unique solvability of singular SDEs can be proved by solving backward stochastic Kolmogorov equations and utilizing a modified Zvonkin type transformation.
About the Speaker:
赵国焕于2016年获得北京大学理学博士学位,现为中国科学院数学与系统科学研究院副研究员。
Homepage:
http://homepage.amss.ac.cn/research/homePage/452e2420942f41dabd7ea74c5fe3ea1d/myHomePage.html
Tencent Information Link: https://meeting.tencent.com/dm/97pxefrSvRUs
ID: 435-133-045
Password: 210425
Your participation is warmly welcomed!

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