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On pathwise uniqueness of stochastic differential equations driven by stable processes


Hold Date 2019-11-29 16:30~2019-11-29 18:00

Place Seminar Room W1-D-725, West Zone 1, Ito campus, Kyushu University

Object person researchers and graduate students 

Speaker Hiroshi TSUKADA (Kyushu University)

Abstract:
We consider one-dimensional stochastic differential equations driven by stable Levy processes. In particular, we are concerned with the equation driven by a strictly 1-stable process which is also known as a Cauchy process with drift. In this talk, we discuss the pathwise uniqueness of solutions to the equation under non-Lipschitz conditions on the diffusion coefficient.