Mathematisches Kolloquium
Am Donnerstag, 20. April 2023, um 16:30 Uhr spricht
Alexander Kalinin
(LMU
)
im Hörsaal A 027 über das Thema
A probabilistic analysis of stochastic integral equations --- (Habilitationskolloquium)
Based on ordinary differential equations, we consider various classes of stochastic integral equations that may have path- or distribution-dependent coefficients or that are of Volterra type. By extending different methods, we derive unique strong solutions to such equations, determine the Hölder regularity of their paths, characterise the supports of their distributions and establish their moment and pathwise stability.
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