Por Juraj Földes (University of Virginia).
We will discuss the almost sure behavior of solutions of stochastic differential equations(SDEs) as time goes to zero. Our main general result establishes a functional law of the iterated logarithm (LIL) that applies in the setting of SDEs with degenerate noise satisfying the weak Hormander condition. We will introduce large deviations to provide some details of proofs. Furthermore, we apply the stochastic results to the problem of identifying regular points for hypoelliptic diffusions and obtain criteria for well posedness of degenerate equations.
This is a joint work with David Herzog and Marco Carfagnini.
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The Lisbon Webinar in Analysis in Differential Equations is a joint iniciative of CAMGSD, CMAFcIO and GFM, three research centers of the University of Lisbon. It is aimed at filling the absence of face-to-face seminars and wishes to be a meeting point of mathematicians working in the field.
