Seminar 25.03.2014

Speaker: G/Shevchenko Title: Stochastic differential equations with mixed noise (based on Doctor’s thesis) The talk will be devoted to so-called “mixed” stochastic differential equations   X(t)=X(0)+ 0 ∫ a(s,X(s))ds+ t 0 ∫ b(s,X(s))dW(s)+ t 0 ∫ c(s,X(s))dZ(s), t where W is a standard Wiener process, Z is an adapted process trajectories of which almost surely […]

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