NEWS

Stochastic Analysis and Application Research Center

Seminars&Colloquia

  • 세미나 안내: Elliptic and hypoelliptic diffusions with singular drift
  • 관리자 |
  • 2019-12-30 16:11:48|
  • 65
  • 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.
첨부파일