Colloquium| Institute of Mathematical Sciences
Time：15:00-16:00, June 26, Wednesday
Location：Room S407, IMS
Speaker: Nguyen Minh Khoa LE, Imperial College
Abstract: In 1944, Ito introduced a theory of integrations with respect to Brownian motion which since then has been developed into the field stochastic analysis. Meanwhile, recent progress has shown that the addition of a stochastic forcing can turn an ill-posed deterministic system into a well-posed one. Such phenomenon is called regularization by noise. In this talk, I explain that Ito’s integration theory provides a unified approach to study regularization by noise. The talk is based on the preprint “A stochastic sewing lemma and applications”, arXiv:1810.10500.