Conference Agenda
The sessions of the sections are highlighted in blue, those of the mini-symposia in yellow.
Please select a date or location to show only sessions at that day or location. If you click the selected day again, you return to the agenda overview.
You can also filter by sections or mini-symposia (topics). Please select a single session for detailed view with abstracts.
As participant you can create your own personal agenda. To do so, log into your account first. Then go to the agenda and click on the plus symbol to add sessions to your personal agenda.
|
Daily Overview |
| Session | |
|
RASE1: Recent Advances in Stochastic Equations: Regularity, Numerical analysis, and Dynamical Behavior Location: L602 Session Chair: Giacomo Lucertini | |
    | |
Approximation of SDEs with distributional coefficients and Brownian noise University of Turin, Italy A classical weak solution of an SDE can be described equivalently through its martingale problem. This viewpoint is especially useful when the drift is too singular to be evaluated pointwise. The talk concerns the formal equation The second part concerns numerical approximation. The drift is first regularised, for instance using the heat semigroup and deterministic or randomised Euler schemes are then applied to the regularised equation. Combining stability with numerical error estimates gives weak convergence rates in any dimension, while in dimension one one also obtains strong rates. | |
