- Date : 13 Feb. (Thu)
- Place: W.W. 7th-floor, 4th lab.
- Time : 16:30 – 18:00
- Speaker: Takahiro Tsuchiya (University of Aizu)
- Title: Convergence rate of stability problems of SDEs with (dis-)continuous coefficients
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Abstract: We consider the stability problems of one dimensional SDEs when the diffusion coefficients satisfy the so called Nakao-Le Gall condition.
The explicit rate of convergence of the stability problems are given by the Yamada-Watanabe method without the drifts.
These stability rate problems are extended to the case where the drift coefficients are bounded and in $L^1$.
These stability rate problems are extended to the case where the drift coefficients are bounded and in $L^1$.
It is shown that the convergence rate is invariant under the removal of drift method for the SDEs driven by the Wiener process.
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