Séminaire des Doctorants et Doctorantes - Institut Camille Jordan - ICJ - Villeurbanne - Sud-Est - Unité de mathématiques pures et appliquées - UMPA/ENSL - Lyon - Sud-Est
Institut Camille Jordan - ICJ - Villeurbanne - Sud-Est
Unité de mathématiques pures et appliquées - UMPA/ENSL - Lyon - Sud-Est
Perturbed test functions method for scaling limits in SDEs
Start:
April 24, 2020, 1:30 p.m.
End:
April 24, 2020, 2:30 p.m.
Speaker: Rakotonirina, Shmuel ()
Title:
Perturbed test functions method for scaling limits in SDEs
Abstract: <p>In experimental science, the model is greatly influenced by the scale at which one works. One has thus to make sure that the models are consistent with the change of scale. In some cases, taking the limit can be tricky, and an hunch can be misleading. In this talk, I will present a Stochastic Differential Equation (SDE) depending on a scaling parameter epsilon, and the perturbed test functions method which allows us to rigourously recover the limit when epsilon tends to 0.</p>
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Loc. visio
Cat. Séminaires
ref:
Séminaire des Doctorants et Doctorantes - Institut Camille Jordan - ICJ - Villeurbanne - Sud-Est - Unité de mathématiques pures et appliquées - UMPA/ENSL - Lyon - Sud-Est