Bessel S(P)DEs : a story of renormalization

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• Henri Elad Altman (Laboratoire de Probabilités et Modèles Aléatoires )
• Wednesday 07 November 2018, 16:00-16:30
• Seminar Room 2, Newton Institute.

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SRQ - Scaling limits, rough paths, quantum field theory

Bessel processes are a very well-known family of diffusions, the dynamics of which involves a subtle renormalization procedure. More recently a family of SPD Es related to Bessel processes has been introduced, the dynamics of which involve similar, albeit more acute renormalizations. In my talk I shall introduce these processes and explain the nice structure underlying these renormalizations. This is based on joint work with Lorenzo Zambotti.

This talk is part of the Isaac Newton Institute Seminar Series series.

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