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Bessel S(P)DEs : a story of renormalization

Presented by: 
Henri Elad Altman Laboratoire de Probabilités et Modèles Aléatoires
Wednesday 7th November 2018 - 16:00 to 16:30
INI Seminar Room 2
Bessel processes are a very well-known family of diffusions, the dynamics of which involves a subtle renormalization procedure. More recently a family of SPDEs related to Bessel processes has been introduced, the dynamics of which involve similar, albeit more acute renormalizations. In my talk I shall introduce these processes and explain the nice structure underlying these renormalizations. This is based on joint work with Lorenzo Zambotti.
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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons