For more information about this meeting, contact Alexei Novikov, Manfred Denker, Anna Mazzucato, Victor Nistor.
|Title:||Perfection cocycles through stochastic differential equations|
|Seminar:||Probability and Financial Mathematics Seminar|
|Speaker:||Xiaofei Zheng, Penn State University|
|This talk is mainly about L. Arnold and M. Scheutzow's work in 1995 on how to perfect crude cocycles. It is a technique problem of great importance, which was open for more than ten years. Since its significance depends partly on the existence of crude cocycles, one example "the semimartingale cocycle generated by a stochastic differential equation driven by a semimartingale with stationary increments: dX=F(X,。dt)" is given in their work. To make the definition of cocycle to be consistent with dynamic system, they extended the traditional SDE to two sided time T=R. From Kunita's work, it turns out that the regularity of this cocycle is the same as the generator F, which is the same as the ODE case.|
Room Reservation Information
|Date:||04 / 04 / 2014|
|Time:||03:35pm - 04:35pm|