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CCF Seminar
Cheng Ouyang
University of Illinois at Chicago
Title: Sample path properties of SDEs driven by fractional Brownian motions

Abstract: In this talk, we survey some of our results on sample path properties of SDEs driven by fractional Brownian motions, including hitting properties, Hausdorff dimension of sample paths and level sets, and existence and regularity of local times.

Date: Monday, March 27, 2017
Time: 4:30 pm
Location: Wean Hall 8220
Submitted by:  Steve Shreve