For more information about this meeting, contact Manfred Denker.
|Title:||Two parameter stochastic differential equations I|
|Seminar:||Seminar on Probability and its Application|
|Speaker:||Brian Nowakowski, PSU|
|We survey two results by Yeh and Protter on the existence and uniqueness of solutions for stochastic differential equations where the integrator is a two parameter semimartingale and the integrand is a previsible process. This is an extension of the classical SDE, and it will be connected to my recently defended PhD dissertation.|
Room Reservation Information
|Date:||03 / 22 / 2013|
|Time:||02:20pm - 03:20pm|