Boundary behaviour for stable jump diffusions
Oberseminar Darmstadt
Datum: 29.11.2018
Zeit: 16:15–17:45 Uhr
Abstract: Diffusion theory for one-dimensional
processes is a very classical and completely understood subject. Replacing the
driving Brownian motion in an SDE by a stable Lévy process, the story changes
completely. We discuss some recent results on existence/uniqueness of weak
solutions, finite time explosion and entrance from infinity.Referent
- Prof. Dr. Leif Döring, Universität Mannheim
Ort
- TU Darmstadt S2|15 Raum 401
- Schlossgartenstr. 7, 64289 Darmstadt
Veranstalter
- Technische Universität Darmstadt
Fachbereich Mathematik - Stochastik
Schlossgartenstraße 7
64289 Darmstadt
Telefon: +49 6151 16-23380
Telefax: +49 6151 16-23381
info(at)stochastik-rhein-mainde
Kooperationspartner
Goethe-Universität Frankfurt am Main, Johannes Gutenberg-Universität Mainz