Speaker: Toshiki Okumura (The Dai-ichi Life insurance Company, Limited)
Title: On a construction of strong solutions for stochastic differential equations with non-Lipschitz coefficients; a priori estimates approach
Abstract: Given a stochastic differential equation of which coefficients satisfy Yamada-Watanabe condition or Nakao-Le Gall condition. We prove that its strong solution can be constructed on any probability space using a priori estimates and also using Ito theory based on Picard’s approximation scheme.