Wednesday, June 3, 2020 - 14:00 in ZOOM - Video Conference
On distribution dependent SDEs with singular drifts
A talk in the Bielefeld Stochastic Afternoon series by
Guohuan Zhao from Bielefeld
| Abstract: |
Please contact stochana@math.uni-bielefeld.de for Meeting-ID and Password if you want to participate.
In this talk, I will present some results about the well-posedness of distribution dependent SDEs. Specifically, existence is proved when the diffusion coefficient satisfies some non-degenerate and mild regularity assumptions, and the drift coefficient satisfies an integrability condition as well as a continuity condition with respect to the (generalized) total variation distance. Uniqueness will be also discussed under some additional Lipschitz's type continuity assumptions.
|
Back
