Stochastic Analysis Work Group Seminar: Ilya Pavlyukevich (FSU Jena): Levy Driven Transport Equations
Ort: for participation email to firstname.lastname@example.org
In case of SDEs driven by continuous semimartingales, it is well known that their Wong-Zakai approximations converge to Stratonovich SDEs, whereas in the jump case the so-called Marcus (canonical) SDEs appear. In this talk we will consider Lévy-driven transport equations of Marcus type. This is a joint work with L.-S. Hartmann (FSU Jena).
Beginn: 10. Mai 2021 14:00
Ende: 10. Mai 2021 15:30