Zhuang Hou (University of Rochester)

Title: Blow-up of Stochastic Delay Differential Equations

Abstract: In general, a stochastic delay differential equation (SDDE) is a stochastic differential equation(SDE) where the increment of the process not only depends on the value of the process in the current time but also in the past. This type of equation is getting more and more important in several models. In this talk, I will talk about the recent results of the blow-up property of SDDE.