Elenco seminari del ciclo di seminari
“STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ (POSSIBLE SINGULAR) COEFFICIENTS”

This is a 10-hour PhD course, given by prof. Francesco Russo. Program: - Pathwise uniqueness without Lipschitz coeffients. - Existence and uniqueness in law in the Stroock-Varadhan framework. - The case of SDEs with distributional drift. - McKean-Vlasov equations in the case of measurable coefficients. - McKean-Vlasov equations in the case of distributional coefficients.