Print

Print


Dear all,


Besides the seminar by Brian Rider on Friday at the usual slot, a visitor of mine, Cheng Ouyang from UIC will give a talk on Friday morning:


Title: Local density estimate for a hypoelliptic SDE


Abstract: 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. In this talk, I will outline Kusuoka and Stroock’s approach and point out where the difficulties are in our current setting.


If you are interested to attend, please fill in the following doodle poll


https://doodle.com/poll/wg5fxppxpd28zb43


Fabrice