DYNAMICAL SYSTEMS Seminar

Thursday, October 7, 2010

Existence and uniqueness of solutions of stochastic differential equations with diffusive term driven by a Brownian motion


Diogo Pinheiro
(ISEG)

Abstract: We discuss conditions for the existence and uniqueness of solutions for stochastic differential equations with diffusive term driven by a multidimensional Brownian motion, motivating and introducing the subject through elementary examples before providing a proof for the main result under consideration

Thursday, October 7, 2010
Time: 15h00
Room: Sala Unicre, Edificio Quelhas, ISEG
http://cemapre.iseg.ulisboa.pt/seminars/dynsys/