Siegel der Universität Augsburg

Universität Augsburg
Institut für Mathematik

 Siegel der Universität Augsburg

 

Analysis-Seminar Augsburg-München

 

Professor Dr. Chengcheng Ling
Universität Augsburg
 
spricht am
 
Donnerstag, 14. Dezember 2023
 
um
 
16:30 Uhr
 
im
 
Raum 2004 (L1)
 
über das Thema:
 

»Regularization by noise«

Abstract:
Regularization by noise (RBN) in the context of stochastic differential equations (SDEs) with coefficients of low regularity, known as singular SDEs, refers to the beneficial effect produced by noise so that the singularity from the coefficients is smoothed out yielding well-behaved equations. This field, initiated by works of Zvonkin and Veretennikov from 70's, has been extensively explored among different concepts from stochastic calculus. In this talk we will discuss the ideas around RBN from classical Itô calculus involving the theory from PDEs and modern tools from rough path theory and Malliavin calculus for tackling the problems on well-posedness theory and numerics.

 

Hierzu ergeht herzliche Einladung.
Prof. Dr. Dirk Blömker
 

Kaffee, Tee und Gebäck eine halbe Stunde vor Vortragsbeginn im Raum 2006 (L1).


[Impressum]      [Datenschutz]      wwwadm@math.uni-augsburg.de,     Di 12-Dez-2023 16:30:13 MEZ