This seminar will be presented in hybrid mode. The speaker will deliver his talk in person.
Title: Regularisation by regular noise
Abstract: We consider a variation of the classical “regularisation by noise” question of SDEs, where instead of a rough perturbation we take a very regular one. After reviewing how stochastic sewing techniques can give a short answer to such a question, we discuss some other applications of the methods, even in the context of some SDEs where the coefficients are perfectly smooth and therefore there is no apparent reason for regularisation.
The talk will be followed by refreshments in the Huxley Common Room at 5pm.