<div class="csl-bib-body">
<div class="csl-entry">Gerencser, M. (2023, May 5). <i>Integration along Stochastic Processes</i> [Presentation]. International Seminar on SDEs and Related Topics 2023, Finland.</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/192321
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dc.description.abstract
We consider integrals of expressions of the form f(Xt ), where X is a stochastic process, and f is only a distribution. We overview some recent results on defining such integrals and discuss a variety of their applications in regularisation by noise for stochastic differential equations such as existence, uniqueness, stability, regularity, and approximation properties.
en
dc.language.iso
en
-
dc.subject
Regularisation by noise
en
dc.subject
fractional Brownian motion
en
dc.title
Integration along Stochastic Processes
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.type.category
Presentation
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tuw.publication.invited
invited
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tuw.researchTopic.id
A3
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tuw.researchTopic.name
Fundamental Mathematics Research
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tuw.researchTopic.value
100
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tuw.publication.orgunit
E101-01 - Forschungsbereich Analysis
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tuw.event.name
International Seminar on SDEs and Related Topics 2023
en
tuw.event.startdate
05-05-2023
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tuw.event.enddate
05-05-2023
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tuw.event.online
Online
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tuw.event.type
Event for scientific audience
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tuw.event.country
FI
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tuw.event.institution
University of Jyväskylä
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tuw.event.presenter
Gerencser, Mate
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tuw.presentation.online
Online
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wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1010
-
wb.sciencebranch.value
100
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item.languageiso639-1
en
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item.openairetype
conference presentation
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item.grantfulltext
none
-
item.fulltext
no Fulltext
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item.cerifentitytype
Publications
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item.openairecristype
http://purl.org/coar/resource_type/R60J-J5BD
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crisitem.author.dept
E101-01 - Forschungsbereich Analysis
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crisitem.author.parentorg
E101 - Institut für Analysis und Scientific Computing
