COSAM » Events » 2017 » March » Stochastics Seminar

Stochastics Seminar
Time: Mar 30, 2017 (01:00 PM)
Location: Parker Hall 224


Speaker: Yinan Ni (student of Dr. Erkan Nane)

Title:  Path stability of the solution of a stochastic differential equation driven by a time-changed Lévy noise

Abstract: This talk is based on a paper where I am studying the path stabilities of solutions to stochastic differential equations (SDE) driven by time-changed L´evy noise. Conditions are given for the solution of a time-changed SDE to be path stable and exponentially path stable. Moreover, we reveal the important role of the time drift in determining the path stability properties of the solution. Related examples are provided.

Last updated: 03/27/2017