A rough analytic view on (some) anomalous diffusions

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• Peter Friz (Technische Universität Berlin)
• Wednesday 04 September 2024, 11:00-11:45
• Seminar Room 1, Newton Institute.

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SSDW05 - Modelling and Applications of Anomalous Diffusions

Fractional Brownian motion and (alpha-stable) Levy processes are model cases of anomalous diffusions. I will survey, from a rough analytic perspective, some facts and applications of these processes, also in multi-scale situations. The last part of my talk is devoted to ongoing work, jointly with with Y. Yuan (Cambridge) and S. Andres (Braunschweig), on Brownian rough paths in singular geometries.   

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

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