EVENT DETAILS AND ABSTRACT

Title: Existence and regularity of local time for SDEs driven by fractional Brownian motions
Speaker: Cheng Ouyang
Speaker Info: UIC
Brief Description:
Special Note:
Abstract:

We study the existence and (Holder) regularity of local time for SDEs driven by fractional Brownian motions, in particular, the regularity in the time variable. The difficulty comes from the fact that the underlying process is non-Gaussian and non-Markovian. Hence many known technics can not be directly applied. We obtain our result by a sharp estimate for the joint density of finite dimensional distributions of the underlying process. The talk is based on an on-going work with Shuwen Lou.