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24 Nisan 2018, 16:00 
Bilkent Üniversitesi Matematik Bölümü SeminerleriMartingale Representation Theorem for Degenerate Diffusions Ali Süleyman Üstünel We shall explain how the weak uniqueness property of the solutions of stochastic differential equations is applied to show the representation results of their functionals with the stochastic integrals and prove the case of the degenerate diffusions which was an open problem since Ito and Vent'cell. Diferansiyel Denklemler İngilizceBilkent Matematik Bölümü Seminer Odası SA - 141 admin 24.04.2018 |
