Stochastic calculus for flows with singularities
Seminar Room 1, Newton Institute
AbstractThe talk is devoted to the systems of interacting Brownian particles on the real line. Girsanov theorem, large deviations and Krylov-Veretennikov expansion will be discussed. Some new tools will be delivered in order to cover the case of singular interaction.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.