Stochastic differential equations with normal reflection on time dependent domains.
Nabil KAZI-TANI
Institut Elie Cartan, Univ. de Lorraine
Date(s) : 27/05/2025 iCal
14h30 - 15h30
Abstract: Moreau’s sweeping process is a dynamical system modeled by a deterministic differential inclusion, describing the evolution of a point « swept » along the boundary of a moving set. Using this framework, we demonstrate the existence of both weak and strong solutions for stochastic differential equations with normal reflection at the boundary of non-smooth, moving domains. The primary assumption of our approach is the continuity of the moving sets with respect to the Hausdorff distance, complemented by additional regularity conditions introduced throughout the talk.
This is a joint work with Juan Garrido Carrasco (University of Chile, Santiago) and Emilio Vilches (University of O’Higgins, Rancagua).
Emplacement
I2M Saint-Charles - Salle de séminaire
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