Statistics and Data Science Seminar
Fabrice Baudoin
Purdue University
Some aspects of stochastic differential equations driven by fractional Brownian motions
Abstract: In this talk we will review several results on stochastic
differential equations driven by fractional Brownian motions that the speakers
obtained in a series of more or less recent works. We shall in particular focus
on the study of gradients bounds, Gaussian heat kernels bounds and small time
asymptotics for the operators naturally associated with such equations. The
presentation will be based on joint works with L. Coutin, M. Hairer, C.
Ouyang and S. Tindel.
Tuesday October 25, 2011 at 4:00 PM in SEO 636