University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Toward a Wong-Zakai approximation for big order generators

  Browse A-Z

Log in

University Account External (via Google)

🔐 Log In

Information on

Subscribing to talksdetails Finding a talkdetails Adding a talkdetails Disseminating talksdetails Help and Documentationdetails

ℹ️ Information

Toward a Wong-Zakai approximation for big order generators

Download to your calendar using vCal

If you have a question about this talk, please contact nobody.

FDE2 - Fractional differential equations

In this talk, I give an approach of the classical Wong-Zakai approximation for diffusions to some big order generators under Hoermander’s form. This works for commuting vector fields (in such a case this correspond to the exact formula of Doss-Sussman for diffusions) and for a Lie group. This gives a new approximation of the solution of parabolic equations different to the classical parametrix approximation, which gives for diffusion the Euler-Maruyama approximation of an Ito diffusion. Reference: Toward a Wong-Zakai approximation for big order generators. In “Symmetry in ordinary and partial  differential equations and applications” C. Vetro edt. Symmetry. (2020).

This talk is part of the Isaac Newton Institute Seminar Series series.

This talk is included in these lists:

Note that ex-directory lists are not shown.

Other lists

https://cern.zoom.us/w/63171879297?tk=0nMCV5y_MYfwrLMVAtBm316ObNrhicIWQSKbDnk5q4Y.DQIAAAAOtVZhgRZINXhLMXBYdVFLdVpHYzAwMHdhS0JnAAAAAAAAAAAAAAAAAAAAAAAAAAAA&pwd=UVJ5V1Voc1czdDFwK0Nnd0ZWMFJrZz09 LT2, Judge Business School Goldsmiths 1 lecture theatre (Department of Materials Science)

Other talks

Precision psychiatry Cambridge RNA Club - ONLINE Cambridge RNA Club - ONLINE Why people with schizophrenia die earlier? Mortality and accelerated ageing Not-so-noble gases, key tracers of Earth’s habitability: what their behaviour in planetary interiors can tell us? Talk TBC
 

© 2006-2025 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity