SEMINARS IN STATISTICS @ COLLEGIO CARLO ALBERTO https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/page/2/?tribe-bar-date=2019-09-01
Venerdi 18 Novembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
------------------------------------------------ Speaker: *Konstantinos Dareiotis* (Purdue University USA)
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. ------------------------------------------------
Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09
Il seminario è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
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 https://www.carloalberto.org/events/category/seminars/seminars-in-statistics/page/2/?tribe-bar-date=2019-09-01
Venerdi 18 Novembre 2022, alle ore 12.00, presso il Collegio Carlo Alberto, in Piazza Arbarello 8, Torino, si terrà il seguente seminario:
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.
Sarà possibile seguire il seminario anche in streaming: Join Zoom Meeting https://us02web.zoom.us/j/87612328974?pwd=OFZnMGxrWll6ZE9uVHdjQTkzYUN3Zz09
Il seminario è organizzato dalla "de Castro" Statistics Initiative
www.carloalberto.org/stats
--
Pierpaolo De Blasi
University of Torino & Collegio Carlo Alberto
carloalberto.org/pdeblasi https://sites.google.com/a/carloalberto.org/pdeblasi/
-
Pierpaolo De Blasi