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CATEGORIES:Lecture / Talk / Workshop
DESCRIPTION:Tomoyuki Ichiba\, UC Santa Barbara\n\n[in-person]\n\nor\nJoin Z
oom Meeting: https://usc.zoom.us/j/94973619069?pwd=VnU5bVlMc1pzVTlEYUVaZUYy
NSt6UT09\nMeeting ID: 949 7361 9069 / Passcode: 925028\n\n\nTitle: Smoothne
ss of Directed Chain Stochastic Differential Equations and Its Applications
\n\n\nAbstract: On a filtered probability space for the space of continuous
functions\, we shall consider a system of stochastic equations called dire
cted chain stochastic differential equations for a pair of stochastic proce
sses whose marginal distributions in the path space are identical and their
joint distribution is uniquely determined by the system of equations with
the distributional constraints. In this talk we discuss the smoothness of t
he solutions of the equations under some regular conditions first\, and the
n consider some relaxation of the conditions on the coefficients and the di
stributional constraints. We also introduce its applications of such system
s in the stochastic filtering problem and in the generative adversarial net
work problem.
DTEND:20240415T220000Z
DTSTAMP:20240725T013746Z
DTSTART:20240415T210000Z
GEO:34.022409;-118.291027
LOCATION:Kaprielian Hall (KAP)\, 414
SEQUENCE:0
SUMMARY:Mathematical Finance Colloquium: Smoothness of Directed Chain Stoch
astic Differential Equations and Its Applications
UID:tag:localist.com\,2008:EventInstance_46138400341706
URL:https://calendar.usc.edu/event/mathematical-finance-colloquium-smoothne
ss-of-directed-chain-stochastic-differential-equations-and-its-applications
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