Seminario Christian Olivera a Pisa
2 Sep
2016
2 Sep
'16
3:50 p.m.
Cari tutti, mercoledì 7 Settembre alle ore 15:00 presso l'Aula Riunioni del Dipartimento di Matematica di Pisa, Dr. Christian Olivera (Univ. Campinas) terrà un seminario dal titolo: "Densities of solutions of SDEs with Singular Coefficients" Abstract: We consider a process given as the solution of a stochastic differential equation with unbounded and integrable drift and multiplicative noise. We study the the existence of the Lebesgue density of that process and upper gaussian estimation. The main tools are the Malliavin calculus and the Zvonkin’s transformation. The work is in collaboration with Ciprian Tudor. Saluti, Marta Leocata
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Marta Leocata