Fabrice Baudoin : Some aspects of stochastic differential equations driven by fractional Brownian motions

Posted by Jie Yang , part of the Statistics and Data Science Seminar.

At

Oct. 25, 2011, 4 p.m.

In

SEO 636

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.