Speaker: Mykola Vovchanskyi (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.
