Sample Path Properties for SDEs Driven by Fractional Brownian Motions
Host
Department of Applied MathematicsSpeaker
Cheng OuyangAssistant Professor, Department of Mathematics, Statistics and Computer Science, University of Illinois at Chicago
http://homepages.math.uic.edu/~couyang/
Description
In this talk, the speaker surveys some of his recent results on sample path properties for SDEs driven by fractional Brownian motions, including hitting probability, Hausdorff dimension of sample paths and level sets, and existence and regularity of local times.