일시: 2020.01.07(화) 14:00-16:00
장소: 자연과학동(E6-1) Room 1401
연사: 남경식(UC Berkely)
제목: Elliptic and hypoelliptic diffusions with singular
초록: It has been known that stochastic differential equations with non-degenerate diffusion admit a unique solution for sub-critical drifts. In this talk, we extend this in two different directions: the critical drift case and the degenerate diffusion case. I will briefly introduce a hypoelliptic theory, and then explain how to obtain probabilistic results on stochastic differential equations.