Event
Kodjo Raphael Madou (91社区)
Friday, November 17, 2023 10:00to11:00
Burnside Hall
Room 1214, 805 rue Sherbrooke Ouest, Montreal, QC, H3A 0B9, CA
Title:聽Form-boundedness and singular SDEs: weak vs strong solutions.
础产蝉迟谤补肠迟:听
This talk focuses on well-posedness of singular SDEs. We prove existence and uniqueness of weak solution to SDEs under minimal assumptions on singular drift (form-boundedness). Additionally, we use the Rockner-Zhao approach based on a compactness criterion for random fields in Wiener-Sobolev spaces, to establish strong well-posedness result for SDEs featuring singular drift term.
The talk is based on joint papers with Damir Kinzebulatov.