Title: standard probability space and “standard measurable space”
Abstract: In this talk, “standard measurable space” means “standard probability space without probability measure”.Since the “standardness” depends on probability measure, this is not so trivial. This kind of spaces are good for somethings, for example, for regular conditional probability, for independent complement.And, the spaces are enough common. Actually it include any Polish spaces.
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.