Department of Mathematics

Indian Institute Of Technology Madras , Chennai

Finite dimensional Diffusions and Stochastic Partial Differential Equations in the space of tempered distributions

  1. Event
  2. Colloquium

Speaker : Dr. Barun Sarkar, Department of Mathematics, IIT Madras.

05-10-2023

Abstract :

In this paper, we show the existence and uniqueness of strong solutions for Ito's stochastic differential equations (SDEs) with continuous diffusion and drift coefficients. The solutions have the property that they are continuous with respect to the initial conditions as well as with respect to the coefficients, in an appropriate topology in the space of solutions.

Key Speaker Dr. Barun Sarkar, Department of Mathematics, IIT Madras.
Place KCB 522
Start Time 3:00 PM
Finish Time 3:50 PM
External Link None