The Osgood condition for stochastic equations
Speaker:
Mohammud Foondun, University of Strathclyde
Date and Time:
Tuesday, June 11, 2019 - 3:30pm to 4:15pm
Location:
Fields Institute, Room 230
Abstract:
We recall the importance of the Osgood condition for blow-up of solutions to deterministic equations. We then show that this condition is also important for blow of solutions to stochastic differential equations as well as stochastic partial differential equations.