BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//Talks.cam//talks.cam.ac.uk//
X-WR-CALNAME:Talks.cam
BEGIN:VEVENT
SUMMARY:Flows generated by stochastic differential equations with reflecti
 on - Andrey Pilipenko (National Academy of Sciences of Ukraine)
DTSTART:20240809T090000Z
DTEND:20240809T100000Z
UID:TALK215677@talks.cam.ac.uk
DESCRIPTION:It is well known that SDE with smooth coefficients generates a
  flow of diffeomorphisms of Euclidean space. Consider now a stochastic flo
 w generated by SDE with reflection at the boundary of the domain. It appea
 rs that properties of reflective flows are quite different from the proper
 ties of flows generated by SDEs in the whole space. We will discuss the fo
 llowing distinctions that arise for any non-trivial reflecting flow:\n&nbs
 p\;\n(a) reflective flows are coalescing\;\n&nbsp\;\n(b) reflective flows 
 are not continuously differentiable\, but have a Sobolev derivative\, whic
 h satisfies a non-standard stochastic differential equation\;\n&nbsp\;\n(c
 ) push-forward of an absolute continuous measure under reflective flows co
 ntains non-trivial singular component.
LOCATION:External
END:VEVENT
END:VCALENDAR