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SUMMARY:Toward a Wong-Zakai approximation for big order generators - Remi 
 Leandre (Université de Franche-Comté)
DTSTART:20220411T130000Z
DTEND:20220411T140000Z
UID:TALK170066@talks.cam.ac.uk
DESCRIPTION: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 corre
 spond to the exact formula of Doss-Sussman for diffusions) and for a Lie g
 roup. This gives a new approximation of the solution of parabolic equation
 s different to the classical parametrix approximation\, which gives for di
 ffusion the Euler-Maruyama approximation of an Ito diffusion.\nReference: 
 Toward a Wong-Zakai approximation for big order generators. In "Symmetry i
 n ordinary and partial&nbsp\; differential equations and applications" C. 
 Vetro edt. Symmetry. (2020).
LOCATION:Seminar Room 2\, Newton Institute
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