Fast-slow systems driven by intermittent noise

schedule le mardi 02 avril 2019 de 10h30 à 12h00

Organisé par : David Burguet et Pierre-Antoine Guiheneuf

Intervenant : Alexey Korepanov (Exeter)
Lieu : salle 16.26.209

Sujet : Fast-slow systems driven by intermittent noise

Résumé :

I will talk about skew product dynamical systems with two time scales, where an independent "fast" dynamical system acts as a driving noise for the "slow" component. I will focus on the attempt to understand the limiting behavior under least restrictive assumptions, using maps with slow memory loss for the fast dynamics. I will discuss history and present recent results on convergence to stochastic differential equations driven by Brownian or Lévy noise under optimal assumptions using rough path theory, our joint work with I.Chevyrev, P.Friz, I.Melbourne and H.Zhang.