Stochastic calculus for flows with singularities.

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• Dorogovtsev, A (Florida Atlantic)
• Friday 14 May 2010, 15:00-16:00
• Seminar Room 1, Newton Institute.

If you have a question about this talk, please contact Mustapha Amrani.

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The talk is devoted to the systems of interacting Brownian particles on the real line. Girsanov theorem, large deviations and Krylov-Veretennikov expansion will be discussed. Some new tools will be delivered in order to cover the case of singular interaction.

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

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