Julian (Musxhu) Kern (FU Berlin) : Semimartingales forced onto a manifold by a strong drift
Séminaire « Probabilités et Statistique »
Salle 128, Bat. M3
In the 90s, Katzenberger showed that continuous semimartingales forced onto a large drift onto a manifold can be described asymptotically by a diffusive SDE on the manifold. I will motivate in which setting this is of interest and what we can expect when generalising to semimartingales with jumps.