Convergence for stochastic differential equation: a rough approach

Abstract: In this talk, I briefly present some sequences of stochastic differential equations, coming from homogenization problems or mean-field problems, where rough paths techniques are a real plus to prove the convergence to a limiting object.

Frenchprobability

Audience: researchers in the topic

Les probabilités de demain webinar

Series comments: There will be no seminar on 1st June because it is a public holiday in France (Pentecôte). The session on 15th June is the last one.