skip to content
 

Bessel S(P)DEs : a story of renormalization

Presented by: 
Henri Elad Altman Laboratoire de Probabilités et Modèles Aléatoires
Date: 
Wednesday 7th November 2018 - 16:00 to 16:30
Venue: 
INI Seminar Room 2
Abstract: 
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.
The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons