Monday

26

October 2020

Agenda des Mathématiques

Tous les événements de la communauté mathématique française

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> <p>&nbsp;</p>
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