Seminars&Colloquia
- 세미나 안내: Elliptic and hypoelliptic diffusions with singular drift
- 관리자 |
- 2019-12-30 16:11:48|
- 60
- 일시
- 2020.01.07(화) 14:00-16:00
- 장소
- 자연과학동(E6-1) Room 1401
- 연사
- 남경식(UC Berkely)
- 일시: 2020.01.07(화) 14:00-16:00
- 장소: 자연과학동(E6-1) Room 1401
- 연사: 남경식(UC Berkely)
- 제목: Elliptic and hypoelliptic diffusions with singular
- 초록: It has been known that stochastic differential equations with non-degenerate diffusion admit a unique solution for sub-critical drifts. In this talk, we extend this in two different directions: the critical drift case and the degenerate diffusion case. I will briefly introduce a hypoelliptic theory, and then explain how to obtain probabilistic results on stochastic differential equations.
- 장소: 자연과학동(E6-1) Room 1401
- 연사: 남경식(UC Berkely)
- 제목: Elliptic and hypoelliptic diffusions with singular
- 초록: It has been known that stochastic differential equations with non-degenerate diffusion admit a unique solution for sub-critical drifts. In this talk, we extend this in two different directions: the critical drift case and the degenerate diffusion case. I will briefly introduce a hypoelliptic theory, and then explain how to obtain probabilistic results on stochastic differential equations.
첨부파일 |
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