Title: Density estimate for a hypoelliptic SDE

Speaker: Cheng Ouyang   University of Illinois at Chicago

Time:5.15 3:00-4:00

Place:1518

Abstract: In a series of three papers in the 80’s, Kusuoka and Stroock developed a probabilistic program in order to obtain sharp bounds for the density function of a hypoelliptic SDE driven by a Brownian motion.
We aim to investigate how their method can be used to study rough SDEs driven by fractional Brownian motions.  In this talk, I will outline Kusuoka and Stroock’s approach and point out where the difficulties are in our current setting.

The talk is based on an ongoing project with Xi Geng and Samy Tindel