Mathematical events in Turkey
There is no branch of mathematics, however abstract, which may not some day be applied to phenomena of the real world.
Nikolai Ivanovich Lobachevsky
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 |
