Sorry for the typo in my previous communication,
the correct affiliation of Konstantin Dareiotis is University of Leeds, UK. 

Pierpaolo De Blasi

Il giorno ven 11 nov 2022 alle ore 15:47 Pierpaolo De Blasi <pierpaolo.deblasi@unito.it> ha scritto:

SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO


Venerdi 18 Novembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:

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Speaker: Konstantinos Dareiotis (University of Leeds, UK)

Title: Regularisation of differential equations by multiplicative fractional noises

Abstract: In this talk, we consider differential equations perturbed by multiplicative fractional Brownian noise. Depending on the value of the Hurst parameter H, the resulting equation is pathwise viewed as an ordinary (H>1), Young  (H in (1/2, 1)) or rough  (H in (1/3, 1/2)) differential equation. In all three regimes we show regularisation by noise phenomena by proving the strongest kind of well-posedness  for equations with irregular drifts: strong existence and path-by-path uniqueness. In the Young and smooth regime H>1/2 the condition on the drift coefficient is optimal in the sense that it agrees with the one known for the additive case. In the rough regime (H in(1/3,1/2)) we assume positive but arbitrarily small drift regularity for strong well-posedness, while for distributional drift we obtain weak existence. This is a joint work with Máté Gerencsér.
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Sarà possibile seguire il seminario anche in streaming:

Il seminario è organizzato dalla "de Castro" Statistics Initiative

www.carloalberto.org/stats



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Pierpaolo De Blasi

University of Torino & Collegio Carlo Alberto

carloalberto.org/pdeblasi