Wednesday, December 7, 2022 - 15:15 in V3-201 + Zoom
Ergodicity of Markov semigroups and application to singular SDEs
A talk in the Bielefeld Stochastic Afternoon series by
Iulian Cimpean
| Abstract: |
We prove existence and uniqueness of an invariant
distribution for Markov semigroups under some general weak drift and
coupling conditions. We study the stability of this approach under
Girsanov transformation and we look at some applications to singular
SDEs.
Within the CRC this talk is associated to the project(s): A5, B1 |
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