“Finite dimensional Diffusions and Stochastic Partial Differential Equations in the space of tempered distributions."
Date5th Oct 2023
Time03:00 PM
Venue Seminar Hall (NAC 522), 5th Floor
PAST EVENT
Details
In this paper, we show the existence and uniqueness of strong solutions for Ito's stochastic differential equations (SDEs) with continuous diffusion and drift coefficients. The solutions have the property that they are continuous with respect to the initial conditions as well as with respect to the coefficients, in an appropriate topology in the space of solutions.
Speakers
Dr. Barun Sarkar, Department of Mathematics, IIT Madras.
DEPT. OF MATHEMATICS