Séminaire Probabilités-Statistiques-Contrôle

Type d'évènement :
Séminaire
Nom de l'évènement :
Probabilités-Statistiques-Contrôle
Débute le :
3 avril 2023
Lieu :
ENSTA Paris, Salle 1224
Équipe responsable :
OC
Titre :
Minicourse in Stochastic Analysis (in cooperation with CentraleSupelec, CMAP, ENSAE). Parts III and IV
Détail :
  • 15h30 - Franco FLANDOLI (Scuola Normale Superiore di Pisa).

Regularization by noise III.

  • 16h30 - Pause café et discussion.

  • 17h00 - Franco FLANDOLI (Scuola Normale Superiore di Pisa).

Regularization by noise IV.


ABSTRACT

The theory of Regularization by noise has a long history, but emerged as a subject around 2010. We will review a number of directions of this theory both in finite and infinite dimensions. The theory in finite dimension is very advanced and complete; the talks will include a modern approach to the classical Veretennikov result and remarks about Catellier-Gubinelli approach. In infinite dimensions, namely for PDEs, it proved to be very difficult but particularly challenging; about it two examples will be touched, the case of linear transport equations and some ideas about the case of 3D Navier-Stokes equations. Remarks will be added on the problem of selection by noise for the limit deterministic equation.