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Stochastic Analysis Work Group Seminar: Ilya Pavlyukevich (FSU Jena): Levy Driven Transport Equations

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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).

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Beginn: May 10, 2021, 2 p.m.

Ende: May 10, 2021, 3:30 p.m.