Lévy-driven transport equations

05.07.2021, 14:00
Forschungsseminar Wahrscheinlichkeitstheorie

Ilya Pavlyukevich (Jena)

In case of SDEs driven by continuous semimartingales, it is well know that their Wong-Zakai approximations converge to Stratonovich SDEs, whereas in the jump case the so-called Marcus (canonical) SDEs appear. In this talk we will consider Lévy-driven transport equations of Marcus type. This is a joint work with L.-S. Hartmann (FSU Jena).


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