Convergence for stochastic differential equation: a rough approach

Rémi Catellier (Université de Nice Sophia-Antipolis)

Mon May 25, 13:30-14:00 (starts in 9 hours)

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.


Audience: researchers in 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).

Organizers: Linxiao Chen*, Benoit Laslier, Sébastien Martineau, Yijun Wan
*contact for this listing

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