<div class="csl-bib-body">
<div class="csl-entry">Anzeletti, L., Lê, K., & Ling, C. (2024, July 17). <i>Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition</i> [Conference Presentation]. 9th European Congress of Mathematics (ECM 2024), Sevilla, Spain. http://hdl.handle.net/20.500.12708/199822</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/199822
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dc.description.abstract
We show that any SDE driven by Brownian motion with drift satisfying the Krylov–Röckner condition has exactly one solution in an ordinary sense for almost every trajectory of the Brownian motion, i.e. path-by-path uniqueness holds. Additionally, we show that such SDE is strongly complete, i.e. for almost every trajectory of the Brownian motion, the family of solutions with different initial data forms a continuous semiflow for all nonnegative times.
en
dc.language.iso
en
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dc.subject
Stochastic Analysis
en
dc.subject
Regularization by noise
en
dc.subject
Stochastic Differential Equations
en
dc.title
Path-by-path uniqueness for stochastic differential equations under Krylov-Röckner condition
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.contributor.affiliation
University of Leeds, United Kingdom of Great Britain and Northern Ireland (the)
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dc.type.category
Conference Presentation
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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
-
tuw.author.orcid
0000-0002-4450-8768
-
tuw.author.orcid
0000-0002-0106-962X
-
tuw.event.name
9th European Congress of Mathematics (ECM 2024)
en
tuw.event.startdate
15-07-2024
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tuw.event.enddate
19-07-2024
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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
Sevilla
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tuw.event.country
ES
-
tuw.event.institution
European Mathematical Society
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tuw.event.presenter
Anzeletti, Lukas
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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.openairecristype
http://purl.org/coar/resource_type/c_18cp
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item.openairetype
conference paper not in proceedings
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item.fulltext
no Fulltext
-
item.languageiso639-1
en
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item.grantfulltext
none
-
item.cerifentitytype
Publications
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crisitem.author.dept
E101-01 - Forschungsbereich Analysis
-
crisitem.author.dept
Technische Universität Berlin
-
crisitem.author.dept
E101-01 - Forschungsbereich Analysis
-
crisitem.author.orcid
0000-0002-4450-8768
-
crisitem.author.orcid
0000-0002-0106-962X
-
crisitem.author.parentorg
E101 - Institut für Analysis und Scientific Computing
-
crisitem.author.parentorg
E101 - Institut für Analysis und Scientific Computing
