19–20 oct. 2017
INSA Toulouse
Fuseau horaire Europe/Paris

A rough path perspective on renormalisation

20 oct. 2017, 14:45
45m
Salle 13 Bâtiment Mathématiques Appliquées (INSA Toulouse)

Salle 13 Bâtiment Mathématiques Appliquées

INSA Toulouse

INSA Toulouse Département Mathématiques Appliquées 135 avenue de Rangueil 31077 Toulouse Cédex 4

Orateur

Yvain Bruned

Description

In this talk, we present the translation operator on rough paths which is the counterpart of the negative renormalisation described in the work Bruned-Hairer-Zambotti 2016 for regularity structures. Using a pre-Lie structure on rooted trees, one is able to derive the renormalised equation in the context of Rough SDEs. This approach also provides a method to derive the renormalised equation for SPDEs. This is a joint work with Ilya Chevyrev, Peter Friz and Rosa Preiss.

Documents de présentation

Aucun document.