Wednesday, February 3, 2021 - 14:00 in ZOOM - Video Conference
SDEs with drifts in the critical spaces: weak solutions
A talk in the Bielefeld Stochastic Afternoon series by
Guohuan Zhao from Bielefeld
| Abstract: |
In this talk, I will present a result about weak well-posedness for time-inhomogeneous stochastic differential equations with drift coefficients in critical Lebesgue space $L^q([0,T];L^p(\mathbb{R}^d))$ ($d/p+ 2/q = 1$). I will show the audiences that this can be obtained by solving corresponding Kolmogorov’s backward equations in some second-order Sobolev spaces, which is also analytically interesting in itself. This talk is based on joint works with Micheal Röckner.
Please contact stochana@math.uni-bielefeld.de for Meeting-ID and Password.
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