Boğaziçi University Mathematics Colloquium

Planar Brownian Flows and Rank-Based Characteristics
Mine Çağlar
Koç University, Turkey
Özet : Stochastic differential equations (SDEs) that are driven by smooth vector fields give rise to stochastic flows when they have strong solutions. These flows are homeomorphic. On the other hand, stochastic flows with coalescence are possible when the covariance function is not smooth. Such SDEs represent turbulent evolutions defined by flows of probability kernels. In this case, the existence of a strong solution needs to be investigated since the usual conditions are not satisfied by the diffusion terms. Two different equations for which the weak solution is a Brownian motion are considered in this talk. Strong solutions, stochastic flows and coalescence are studied.
  Tarih : 04.10.2017
  Saat : 16:00
  Yer : TB 130
  Dil : English