Stochastic flows in infinite dimensions
Date: 25 May 2023, Thursday
Time: 5pm AEST
Statistics
and Stochastic colloquium (part of the Colloquium Series of the
Department of Mathematics and Statistics) at La Trobe University jointly
organized with the Probability Victoria Seminar.
Contact the organizers: Andriy Olenko a.olenko@latrobe.edu.au, Kostya Borovkov kostya.borovkov@gmail.com
Speaker: Prof Ben Goldys (The University of Sydney, the Commonwealth of Australia)
Abstract: Stochastic flows associated with finite dimensional SDEs and random
dynamical systems are an important tool for the study of large time
behaviour of solutions and for their pathwise analysis. The existence of
(smooth) stochastic flows in finite dimensions is well understood, see
for example books by Kunita. The famous Skorokhod example shows that the
situation is completely different in infinite dimensions (hence for
stochastic PDEs). The existence of the flow for infinite dimensional
stochastic systems is known in some special cases but is little
understood. We will present new results on the existence of the flows in
infinite dimensions. We will also present applications to the existence
theory of stochastic PDEs and to the question of regularity of
transition semigroups.
Zoom meeting link:
https://unimelb.zoom.us/j/81406950751?pwd=dWFUV0VpUmQyOHdtL0ZuUXczMTJ4Zz09
(if the above link doesn't work when you click it -- please copy & paste it into the address bar in your browser).
Password: 931016 (just in case)
A
PDF file with the talk slides might become available for downloading
from https://probvic.wordpress.com/pvseminar/
prior to the talk
