On path-dependent stochastic differential equations (SDEs) involving Schwartz distributions Nesta palestra, discutimos alguns SDEs dependentes de caminho unidimensionais, que incluem um desvio b' irregular (distribuição de Schwartz) dependendo da posição atual.Alan Teixeira ENSTA Institut Polytechnique de Paris em 08/10/2021 Abstract In this talk, we discuss some one-dimensional path-dependent SDEs, which includes an irregular (Schwartz distribution) drift b′ depending on the present position. We treat essentially two cases: the first one concerns the case when the drift b′ is the derivative of a continuous function, the second one when b′ is the derivative of a logarithmic or an Heaviside function. In the second framework, we characterize Bessel processes in low dimension as unique solutions to some suitable strong martingale problems and we consider path-dependent extensions. Local e Data Tema: On path-dependent stochastic differential equations (SDEs) involving Schwartz distributionsPalestrante: Alan Teixeira ENSTA Institut Polytechnique de ParisData: 08/10/2021 Secretaria Fale ConoscoRoteiros e ProcedimentosSolicitaçõesTelefones e e-mail Seminários Álgebra Análise Geometria Mecânica Sistemas Dinâmicos Teoria da Computação Teoria da Probabilidade Teoria dos Números
