数学科学研究所
Insitute of Mathematical Science

Colloquium: From Ito integration to regularization by noise

Colloquium| Institute of Mathematical Sciences

Time:15:00-16:00, June 26, Wednesday

LocationRoom S407, IMS


Speaker: Nguyen Minh Khoa LE, Imperial College

Abstract: In 1944, Ito introduced a theory of integrations with respect to Brownian motion which since then has been developed into the field stochastic analysis. Meanwhile, recent progress has shown that the addition of a  stochastic forcing can turn an ill-posed deterministic system into a well-posed one. Such phenomenon is called regularization by noise. In this talk, I explain that Ito’s integration theory provides a unified approach to study regularization by noise. The talk is based on the preprint “A stochastic sewing lemma and applications”, arXiv:1810.10500.



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