Abstract:
We study the existence and regularity of density to a Levy driven SDE with bounded and holder continuous coefficients using the parametrix method originated from the study of parabolic PDEs.
The seminar will be followed by wine and cheese with the speaker. All attendees are welcome!
Speaker
Dr Libo Li
Research Area
Statistics Seminar
Affiliation
UNSW School of Mathematics & Statistics
Date
Thu, 06/08/2015 - 4:00pm
Venue
RC-M032, Red Centre, UNSW