Bilkent University Mathematics Department Seminars

Martingale Representation Theorem for Degenerate Diffusions
Ali Süleyman Üstünel
Bilkent University, Turkey
Özet : 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.
  Tarih : 24.04.2018
  Saat : 16:00
  Yer : Bilkent Matematik Bölümü Seminer Odası SA - 141
  Dil : English