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CATEGORIES:Cambridge Analysts' Knowledge Exchange
SUMMARY:A monotone operator approach to SDEs with additive
noise in the Young regime. - Florian Bechtold (So
rbonne Université)
DTSTART;TZID=Europe/London:20200605T120000
DTEND;TZID=Europe/London:20200605T130000
UID:TALK142333AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/142333
DESCRIPTION:A popular approach in studying nonlinear evolution
problems (a prime example being given by the evol
ution problem associated with the p-Laplacian) is
by the use of the theory of (maximally) monotone o
perators. Typically in this setup\, a right-hand s
ide is required to enjoy some Lp in time regularit
y. We show how in the finite dimensional setting (
that is in studying ODEs instead of PDEs)\, one ca
n modify this approach in order to relax the regul
arity constraint on the right hand side to H-s for
s\\in (0\,1/2). In particular\, this relaxation c
an thus be interpreted as providing a pathwise the
ory of stochastic differential equations with an a
dditive noise whose sample paths enjoy time regula
rity Hs for s\\in (1/2\,1)\, therefore providing a
n alternative approach to the well known Young the
ory for such equations.
LOCATION:Online (Ask for the link to rav25@cam.ac.uk).
CONTACT:Renato Velozo
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