Probability, Ergodic Theory, Mathematical Physics Seminar
Local density estimate for a hypoelliptic SDE
Cheng Ouyang, U of Illinois Chicago Circle
Friday, October 26th, 2018
3:00 PM - 4:00 PM
Hylan 1106A
3:00 PM - 4:00 PM
Hylan 1106A
In a series of three papers in the 80’s, Kusuoka and Stroock developed a probabilistic program in order to obtain sharp bounds for the density function of a hypoelliptic SDE driven by a Brownian motion. We aim to investigate how their method can be used to study rough SDEs driven by fractional Brownian motions. In this talk, I will outline Kusuoka and Stroock’s approach and point out where the difficulties are in our current setting.
Event contact: arjun dot krishnan at rochester dot edu
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