2013年度

Math-Fi seminar on 13 Feb.

2014.02.05 Wed up
  • 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
  • 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 $L^1$.
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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