Abstract: The main object of this talk is Itô uniformly non degenerate equations with random coefficients. We will show that when the coefficients satisfy some low regularity assumptions with respect to the spatial variables and Malliavin differentiability assumptions for the sample points, the unique solvability of singular SDEs can be proved by solving backward stochastic Kolmogorov equations and utilizing a modified Zvonkin type transformation.

Tencent Information

Link: https://meeting.tencent.com/dm/97pxefrSvRUs

ID: 435-133-045

Password: 210425