<div class="csl-bib-body">
<div class="csl-entry">Gerencser, M. (2024, May 8). <i>Regularisation by rough multiplicative noise</i> [Presentation]. Berlin Probability Colloquium of the IRTG (2024), Berlin, Germany.</div>
</div>
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dc.identifier.uri
http://hdl.handle.net/20.500.12708/197352
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dc.description.abstract
Differential equations driven by multiplicative fractional Brownian motions are considered. We will focus on the regime 1/3 < H < 1/2, where on one hand the irregularity of the noise requires rough path theory to interpret the equation, on the other hand the regularisation effects are stronger than Brownian and one even expects that distributional drifts to be admissible. We discuss how these positive and negative sides of the noise can be reconciled. Based on joint works with K. Dareiotis and C. Ling.
en
dc.language.iso
en
-
dc.subject
Regularisation by noise
en
dc.subject
rough paths
en
dc.title
Regularisation by rough multiplicative 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
Berlin Probability Colloquium of the IRTG (2024)
en
tuw.event.startdate
08-05-2024
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tuw.event.enddate
08-05-2024
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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
Berlin
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tuw.event.country
DE
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tuw.event.institution
Weierstrass Institute for Applied Analysis and Stochastics (WIAS)
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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.grantfulltext
restricted
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item.languageiso639-1
en
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item.openairetype
conference presentation
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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
