2017年度

Math-Fi seminar on 16 Jun.

2017.06.12 Mon up
  • Date: 16 June (Fri.)
  • Place: W.W. 7th-floor, 4th lab.
  • Time: 16:30-18:00
  • Speaker: Toshiki Okumura (The Dai-ichi Life insurance Company, Limited)
  • Title: On a construction of strong solutions for stochastic differential equations with non-Lipschitz coefficients; a priori estimates approach
  • Abstract: Given a stochastic differential equation of which coefficients satisfy Yamada-Watanabe condition or Nakao-Le Gall condition. We prove that its strong solution can be constructed on any probability space using a priori estimates and also using Ito theory based on Picard’s approximation scheme. 
 

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