For more information about this meeting, contact Manfred Denker.
| Title: | Two parameter stochastic differential equations I |
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| Seminar: | Seminar on Probability and its Application |
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| Speaker: | Brian Nowakowski, PSU |
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| Abstract: |
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| 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
| Room Number: | MB106 |
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| Date: | 03 / 22 / 2013 |
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| Time: | 02:20pm - 03:20pm |
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