Tuesday, May 28, 2024 - 10:10 in ZiF, plenary hall
Strong existence and uniqueness for SDEs with weak coefficients driven by Levy noise
A talk in the SPDEvent series by
Fabian Germ from TU Delft
| Abstract: |
In this talk I will present some new results on strong existence and uniqueness of Levy SDEs, which allow for drifts that are merely continuous provided that the Levy process is regular enough and provided that the drift satisfies a certain enhancement assumption. Since weak existence has recently been established for a large class of possible drifts, only pathwise uniqueness is missing for strong well-posedness of the SDE. This can be obtained by using PDE methods for Kolmogorov equations with paracontrolled terms.
This is joint work with Helena Kremp (TU Wien).
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