Prof. David Nualart


Spain Academician, visiting Kansas University


Thursday, November 6, 2003 - 4:00pm


MSTB 254

In this talk, he will discuss the regularization effect of the noise in ordinary and partial differential equations. The main results are the existence and uniqueness of strong solutions for nonlinear equations when the drift coefficient is not Lipschitz. The proofs of these results are based on the Girsanov transformation of measure. Some recent regularization results by fractional noise will be also presented.