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Workshop

Well-posedness for stochastic delay equations: A generalized coupling approach

  • Michael Scheutzow (TU Berlin)
E1 05 (Leibniz-Saal)

Abstract

We show how generalized couplings can be applied to prove weak uniqueness of solutions of non-degenerate stochastic delay equations with H\"older continuous coefficients. This is joint work with Alexey Kulik (Wroclaw).

Katja Heid

Benjamin Gess

Max-Planck-Institut für Mathematik in den Naturwissenschaften

Peter Friz

Technische Universität Berlin