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.