Probability Seminar: Khoa Lê - Recent progresses in regularization by noise problem.
| Dates: | 16 October 2024 |
|---|
| Times: | 16:00 - 17:00 |
|---|
| What is it: | Seminar |
|---|
| Organiser: | Department of Mathematics |
|---|
|
|
Khoa Lê (University of Leeds) will speak at the Probability seminar.
Title: Recent progresses in regularization by noise problem.
Abstract:
The addition of a noise source to an ill-posed deterministic system can recover well-posedness, a.k.a. Regularization by noise phenomena. For most cases, the more irregular the noise is, the more irregular the coefficients can be so that well-posedness is still preserved. Among the existing techniques to study such problem, the stochastic sewing lemma appears to be well suited. I will survey some recent results on regularization by noise and related strong convergences of discrete approximation schemes for stochastic (ordinary and partial) differential equations through sewing techniques.
Travel and Contact Information
Find event
G.108
Alan Turing Building
Manchester
