On pathwise uniqueness of stochastic differential equations driven by stable processes
九州確率論セミナー
開催期間
2019.11.29(金)
16:30 ~ 18:00
16:30 ~ 18:00
場所
九州大学 伊都キャンパス ウエスト1号館 中セミナー室 W1-D-725
講演者
塚田 大史 (九州大学)
概要
We consider one-dimensional stochastic differential equations driven by stable Levy processes. In particular, we are concerned with the equation driven by a strictly 1-stable process which is also known as a Cauchy process with drift. In this talk, we discuss the pathwise uniqueness of solutions to the equation under non-Lipschitz conditions on the diffusion coefficient.