Deterministic homogenization with Levy process limits
- đ¤ Speaker: Ian Melbourne (University of Warwick)
- đ Date & Time: Friday 14 December 2018, 13:30 - 14:30
- đ Venue: Seminar Room 1, Newton Institute
Abstract
We consider homogenization of deterministic fast-slow systems in the situation where the limiting SDE is driven by a stable Levy process. This is joint work with Chevyrev, Friz and Korepanov.
Series This talk is part of the Isaac Newton Institute Seminar Series series.
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Ian Melbourne (University of Warwick)
Friday 14 December 2018, 13:30-14:30