Seminar 19.12.2023

Speaker: Mykola Vovchanskii (Institute of Mathematics of NAS of Ukraine)

Topic: On operator splitting methods for stochastic flows: dual non-homeomorphic flows, error expansions

Abstract: A splitting scheme for 1d stochastic flows is revisited. Two quite separate questions are addressed. The first one concerns non-homeomorphic flows and deals with the convergence of dual flows evolving in the reversed time. The second one is integral expansions for diffeomorphic flows.

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