<div class="csl-bib-body">
<div class="csl-entry">Kremp, H. K. (2023, September 21). <i>Weak solutions for singular Lévy SDEs in the rough regime</i> [Presentation]. Workshop “SDEs with Low-regularity Coefficients: Theory and Numerics,” Torino, Italy. http://hdl.handle.net/20.500.12708/188716</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/188716
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dc.description.abstract
We introduce a new weak solution concept (called "rough weak solutions") for SDEs with distributional drift and additive stable Lévy noise and prove its equivalence to martingale solutions in the Young and rough regularity regime. In the rough regime this leads to a construction of certain rough stochastic sewing integrals involved. Moreover we prove that in the Young case, canonical weak solutions are well-posed and equivalent to rough weak solutions. However, in the rough case, canonical weak solutions are shown to be in general non-unique in law (which was our initial motivation for introducing rough weak solutions). We moreover prove a generalized Itô formula for rough weak solutions. This talk is based on joint work with Nicolas Perkowski.
en
dc.description.sponsorship
FWF Fonds zur Förderung der wissenschaftlichen Forschung (FWF)
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dc.language.iso
en
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dc.subject
Singular Lévy SDEs
en
dc.subject
Paracontrolled distributions
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dc.subject
weak solutions
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dc.title
Weak solutions for singular Lévy SDEs in the rough regime
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.relation.grantno
P34992-N
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dc.type.category
Presentation
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tuw.project.title
Regularisierung durch Rauschen: Diskrete und stetige Systeme
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tuw.researchTopic.id
A3
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tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.value
100
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tuw.publication.orgunit
E101-01 - Forschungsbereich Analysis
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tuw.event.name
Workshop "SDEs with Low-regularity Coefficients: Theory and Numerics"
en
tuw.event.startdate
21-09-2023
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tuw.event.enddate
22-09-2023
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tuw.event.online
On Site
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tuw.event.type
Event for scientific audience
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tuw.event.place
Torino
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tuw.event.country
IT
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tuw.event.institution
University of Torino
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tuw.event.presenter
Kremp, Helena Katharina
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wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1010
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wb.sciencebranch.value
100
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item.languageiso639-1
en
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item.grantfulltext
none
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item.cerifentitytype
Publications
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item.openairetype
conference presentation
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item.openairecristype
http://purl.org/coar/resource_type/R60J-J5BD
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item.fulltext
no Fulltext
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crisitem.author.dept
E101-01 - Forschungsbereich Analysis
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crisitem.author.parentorg
E101 - Institut für Analysis und Scientific Computing
