Séminaire de Probabilités commun ICJ/UMPA

Some aspects of regularization by noise.

par Rémi Catellier (LJAD, Université Côte d'Azur)

Europe/Paris
435 (ENS de Lyon)

435

ENS de Lyon

Description

ome quite classical PDEs or ODEs may be ill-posed, whereas the adding some (random) noise to the considered systems may allow to retrieve existence and uniqueness of solutions. I will present different situations in which such a phenomenon may happen : ODE with additive noise, Stochastic heat equation with additive noise and rough differential equations. I will emphasis the now quite standards (commons) techniques to deal with such questions in those different settings, and give some results.