Oct 19 – 20, 2017
INSA Toulouse
Europe/Paris timezone

Delayed stochastic systems and Hormander spanning conditions

Oct 20, 2017, 9:45 AM
Salle 13 Bâtiment Mathématiques Appliquées (INSA Toulouse)

Salle 13 Bâtiment Mathématiques Appliquées

INSA Toulouse

INSA Toulouse Département Mathématiques Appliquées 135 avenue de Rangueil 31077 Toulouse Cédex 4


Reda Chhaibi


Malliavin's probabilistic proof of Hormander's criterion can be considerably simplified using some rough path theory - at the end. In our case, we are interested in non-Markovian SDEs, where the non-Markovian aspect finds its source in the presence of delays. As such - I shall present a framework for RDEs with delays. Extensions if time allows. - I will show the application to finding a simple spanning condition of "Hormander-type" for delayed SDEs/RDEs which garantees smoothness of densities. Malliavin calculus is kept to the minimum. This is extracted from a joint body of work with I. Ekren.

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