A seminar at Center for Mathematical Sciences, July 31, Friday , at 11:00am

Location：Center for Mathematical Sciences, Room 813（创新研究院恩明楼813室）

Speaker:Jianglun Wu, Swansea University, Swansea, UK

Title:Characterising the path-independence of Girsanov transformation for SDES with jumps.

Abtract:In this talk, I will present a characterization theorem on path-independence of the density of Girsanov transformation for inhomogeneous SDEs. I will then report some recent progress on characterising the path-independence of the Girsanov transformation for SDEs with jumps. Extension to stochastic evolution equations with jumps in Hilbert spaces will be discussed briey. The talk is based mainly on two recent joint papers with Huijie Qiao.