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CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:Toward a Wong-Zakai approximation for big order ge
 nerators - Remi Leandre (Université de Franche-Com
 té)
DTSTART;TZID=Europe/London:20220411T140000
DTEND;TZID=Europe/London:20220411T150000
UID:TALK170066AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/170066
DESCRIPTION:In this talk\, I give an approach of the classical
  Wong-Zakai approximation for diffusions to some b
 ig order generators under Hoermander's form. This 
 works for commuting vector fields (in such a case 
 this correspond to the exact formula of Doss-Sussm
 an for diffusions) and for a Lie group. This gives
  a new approximation of the solution of parabolic 
 equations different to the classical parametrix ap
 proximation\, which gives for diffusion the Euler-
 Maruyama approximation of an Ito diffusion.\nRefer
 ence: Toward a Wong-Zakai approximation for big or
 der generators. In "Symmetry in ordinary and parti
 al&nbsp\; differential equations and applications"
  C. Vetro edt. Symmetry. (2020).
LOCATION:Seminar Room 2\, Newton Institute
CONTACT:
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