Wednesday, May 5, 2021 - 14:00 in ZOOM - Video Conference
SDEs with critical time-dependent drifts: strong solutions
A talk in the Bielefeld Stochastic Afternoon series by
Guohuan Zhao from Bielefeld
| Abstract: |
The unique strong solvability of time-inhomogeneous stochastic differential equations with drift coefficients in critical Lebesgue spaces is a longstanding open problem. In this talk, we will give an affirmative answer to this problem. The proofs are based on a combination of a compactness criterion for random fields in Wiener--Sobolev spaces and some new a prior estimates for parabolic equations with critical drifts and distributional-valued inhomogeneous terms.
Please contact stochana@math.uni-bielefeld.de for Meeting-ID and Password. (New meeting details since April 1!)
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