Thu, 30.11.2017, 16:15 |
Path-dependent infinite-dimensional SDE with non-regular drift: an existence resultOberseminar AG StochastikSpeaker:
Prof. David Dereudre (Université Lille1)Room:
S2|15 Raum 401We establish in this paper the
existence of weak solutions of infinite-dimensional shift invariant
stochastic differential equations driven by a Brownian term. The drift
function is very general, in the sense that it is supposed to be neither
bounded or continuous, nor Markov. On the initial law we only assume
that it admits a finite specific entropy and a finite second moment. |
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Fachbereich Mathematik

Technische Universität Darmstadt

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64289 Darmstadt