Seminar: “Martingale Representation Theorem for Degenerate Diffusions,” Ali Süleyman Üstünel (MATH), SA-141, 4PM April 24 (EN)

“Martingale Representation Theorem for Degenerate Diffusions” by Ali Süleyman Üstünel (Bilkent)

Date: Tuesday, April 24, 2018
Time: 16:00-17:00
Place: Mathematics Seminar Room, SA – 141

Abstract: We shall explain how the weak uniqueness property of the solutions of stochastic differential equations is applied to show the representation results of their functionals with the stochastic integrals and prove the case of the degenerate diffusions which was an open problem since Ito and Vent’cell.