Stroock--Varadhan martingale problem of Young stochastic differential equations
Event details
| Date | 25.03.2026 |
| Hour | 14:15 › 15:15 |
| Speaker | Prof. ChengCheng Ling (University of Augsburg) |
| Location | |
| Category | Conferences - Seminars |
| Event Language | English |
Under mild regularity assumptions, we prove that the martingale problem associated with the hybrid Young-Lyons-It\^o differential equation admits a unique solution, thereby establishing probabilistic weak well-posedness. Our proof relies on the analysis of the associated Kolmogorov equations, which are Young-type parabolic PDEs with singular coefficients. The resulting theory for such singular Young-type parabolic PDEs is also of independent interest.
Practical information
- Expert
- Free
- This event is internal
Contact
- Prof. Xue-Mei Li