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Tesi etd-09082009-222629


Thesis type
Tesi di laurea specialistica
Author
FEDRIZZI, ENNIO
URN
etd-09082009-222629
Title
Uniqueness and flow theorems for solutions of SDEs with low regularity of the drift.
Struttura
SCIENZE MATEMATICHE, FISICHE E NATURALI
Corso di studi
MATEMATICA
Commissione
controrelatore Prof. Pratelli, Maurizio
relatore Prof. Flandoli, Franco
Parole chiave
  • singular drift
  • flow
  • strong uniqueness
  • stochastic differential equation
  • SDE
Data inizio appello
25/09/2009;
Consultabilità
completa
Riassunto analitico
We prove existence and uniqueness of strong solutions to stochastic differential equations with unit diffusion and singular time dependent drift b. We only assume an integrability condition on b, and show the existence of a semiflow for the solution.
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