Kodjo Raphael Madou (McGill University)

Title: Form-boundedness and singular SDEs: weak vs strong solutions.

Abstract: 

This talk focuses on well-posedness of singular SDEs. We prove existence and uniqueness of weak solution to SDEs under minimal assumptions on singular drift (form-boundedness). Additionally, we use the Rockner-Zhao approach based on a compactness criterion for random fields in Wiener-Sobolev spaces, to establish strong well-posedness result for SDEs featuring singular drift term.

The talk is based on joint papers with Damir Kinzebulatov.