Stochastic differential equations driven by deterministic superdiffusive noise
schedule le mardi 29 juin 2021 de 10h30 à 12h00
Organisé par : Davd Burguet, Yves Coudene et Pierre-Antoine Guiheneuf
Intervenant : Alexey I. Korepanov (LPSM)
Lieu : Salle Paul Levy 16-26-209
Sujet : Stochastic differential equations driven by deterministic superdiffusive noise
I will talk about stochastic differential equations dX = a(X) dt + b(X) dL, where L is generated by a deterministic dynamical system with supperdiffusive behavior, such as intermittent maps in Pomeau-Manneville scenario, and converges to an α-stable Lévy process under natural scaling. The corresponding problem where L converges to a Brownian motion is rather well understood, and the Lévy process case may seem easier, but presents unexpected challenges. This is a joint work with Ilya Chevyrev, Peter Friz and Ian Melbourne.