Title: Some estimates for stochastic differential equations driven by fractional Brownian motions

Speaker: Professor Cheng Ouyang (University of Illinois at Chicago)

Time: 10 am Tuesday, June 25, 2013

Place: Room 1218

Abstract: Study of stochastic differential equations (SDE) driven by fractional Brownian motions
has been an active area of current research for a while, especially when considered as a specific application of the rough path theory. In this talk, I will give a brief survey of some recent results on the estimates of density functions of solutions to such SDEs. In particular, I will present a
sharp upper bound for those density functions.