2016年度

Math-Fi seminar on 3 Nov.

2016.10.31 Mon up
  • Date : 3 Nov. (Thu.)
  • Place: W.W. 6th-floor, Colloquium Room
  • Time : 16:30-18:00
  • Speaker: Paul-Eric Chaudru de Raynal (Savoie)
  • Title: Regularization by noise : degenerate and McKean-Vlasov cases.
  • Abstract:  In a seminal work of Zvonkin in 1974, it shown that infinitesimal non-degenerate stochastic perturbation can restore uniqueness for ODEs. This hence leads to recover well-posedness outside the classical Cauchy-Lipschitz framework. Since then, many Authors extended the result:  Veretenikov in the multi-dimensional case, Krylov and Röckner for p(dimension)-integrable drift and many others.This phenomenon is known as “regularization by noise” in the terminology of Flandoli.

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