Convergence for stochastic differential equation: a rough approach
Rémi Catellier (Université de Nice Sophia-Antipolis)
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 the topic
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.