Title: Real Interpolation and Stochastic Differential Equations II
Abstract: Using the real interpolation method from functional analysis one defines the two-parametric scale of Malliavin Besov spaces on the Wiener space. The knowledge of the Besov regularity of a random variable on the Wiener space turned out to be crucial to understand certain phenomena.
In this second talk I will first recall and explain more about the concepts presented in the first talk.
Then I turn to the investigation of the Besov regularity and differentiability of solutions to fully path-dependent Stochastic Differential Equations (SDEs).
The talk is based on joint work with Xilin Zhou [2].
[1] S. Geiss and J.Ylinen:
Decoupling on the Wiener space, related Besov spaces, and
applications to BSDEs, Memoirs AMS 1335, 2021.
[2] S. Geiss and X. Zhou: Coupling of stochastic differential
equations on the Wiener space. arXiv:2412.10836.
Note that the starting time is 9.00am sharp.
