Non-linear hyperbolic equations and related topics
timetable:
Fri 7 Sep, 10:30 - 11:30, Aula Dini
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seminar: Generalized flows for non-smooth ordinary and stochastic differential equations
speaker: Alessio Figalli (ETH Zurich)abstract: In the last 20 years, DiPerna-Lions and Ambrosio developed a theory which, roughly speaking, starting from a well-posedness result for the continuity equation, allows to prove existence and uniqueness of a flow for the associated ODE. In this talk we will first recall the main points of the theory, and then we will show how an analogous theory can be developed in the more general case of SDEs. More precisely in this case, starting from a well-posedness result for the Fokker-Planck equation, it is possible to prove existence and uniqueness of a flow for the associated SDE in a suitable weak sense.
timetable:
Fri 7 Sep, 10:30 - 11:30, Aula Dini
<< Go back