filmov
tv
Regularization by Noise in Stochastic Differential and Stochastic Partial Differential Equations
![preview_player](https://i.ytimg.com/vi/8jjlOsZ0cgs/sddefault.jpg)
Показать описание
The fourteenth “One World webinar” organized by YoungStatS took place on September 21st, 2022.
The regularizing effects of noisy perturbations of differential equations is a central subject of stochastic analysis. Recent breakthroughs initiated a new wave of interest, particularly concerning non-Markovian, infinite dimensional, and rough-stochastic / Young-stochastic hybrid systems.
Speakers:
- Helena Kremp, Freie Universität Berlin, Germany
- Lucio Galeati, University of Bonn, Germany
- Lukas Anzeletti, Université Paris-Saclay, France
- Igor Honoré, Université Claude Bernard Lyon 1, France
Discussant: Oleg Butkovsky, Weierstrass Institute for Applied Analysis and Stochastics, Germany
The webinar is part of YoungStatS project of the Young Statisticians Europe initiative (FENStatS) supported by the Bernoulli Society for Mathematical Statistics and Probability and the Institute of Mathematical Statistics (IMS).
The regularizing effects of noisy perturbations of differential equations is a central subject of stochastic analysis. Recent breakthroughs initiated a new wave of interest, particularly concerning non-Markovian, infinite dimensional, and rough-stochastic / Young-stochastic hybrid systems.
Speakers:
- Helena Kremp, Freie Universität Berlin, Germany
- Lucio Galeati, University of Bonn, Germany
- Lukas Anzeletti, Université Paris-Saclay, France
- Igor Honoré, Université Claude Bernard Lyon 1, France
Discussant: Oleg Butkovsky, Weierstrass Institute for Applied Analysis and Stochastics, Germany
The webinar is part of YoungStatS project of the Young Statisticians Europe initiative (FENStatS) supported by the Bernoulli Society for Mathematical Statistics and Probability and the Institute of Mathematical Statistics (IMS).