<div class="csl-bib-body">
<div class="csl-entry">Gerencser, M. (2024, March 8). <i>Recent trends in regularisation by noise</i> [Presentation]. Budapest-Vienna Probability Seminar, Budapest, Hungary.</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/195744
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dc.description.abstract
The sample paths of most stochastic processes are rather oscillatory. One of the interesting consequences of this property is that additive functionals of such processes enjoy a lot of cancellation/averaging. This regularisation phenomenon of the noise has been long of interest in connection to local times, skew processes, quadrature problems, fluid dynamics, or stochastic quantisation. We overview some old and new approaches in stochastic and pathwise analysis to study these regularising effects.
en
dc.language.iso
en
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dc.subject
Regularisation by noise
en
dc.subject
Stochastic differential equations
en
dc.title
Recent trends in regularisation by noise
en
dc.type
Presentation
en
dc.type
Vortrag
de
dc.type.category
Presentation
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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
Budapest-Vienna Probability Seminar
en
tuw.event.startdate
08-03-2024
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tuw.event.enddate
08-03-2024
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tuw.event.online
On Site
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tuw.event.type
Event for scientific audience
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tuw.event.place
Budapest
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tuw.event.country
HU
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tuw.event.presenter
Gerencser, Mate
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wb.sciencebranch
Mathematik
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wb.sciencebranch.oefos
1010
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wb.sciencebranch.value
100
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item.fulltext
no Fulltext
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item.openairecristype
http://purl.org/coar/resource_type/R60J-J5BD
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item.languageiso639-1
en
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item.cerifentitytype
Publications
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item.openairetype
conference presentation
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item.grantfulltext
none
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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
