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.
Francesco Russo
Bessel processes
nel ciclo di seminari: STOCHASTIC DIFFERENTIAL EQUATIONS WITH NON-LIPSCHITZ (POSSIBLE SINGULAR) COEFFICIENTS
probabilità