Diffusions with Rough Drifts and Stochastic Symplectic Maps
Diffusions with Rough Drifts and Stochastic Symplectic Maps
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Fraydoun Rezakhanlou, UC Berkeley
This is a joint seminar with the Probability Seminar. Please note special day and time. According to DiPerna-Lions theory, velocity fields with weak derivatives in Lp spaces possess weakly regular flows. When a velocity field is perturbed by a white noise, the corresponding (stochastic) flow is far more regular in spatial variables; a d-dimensional diffusion with a drift in Lr,q space (r for the spatial variable and q for the temporal variable) possesses weak derivatives with stretched exponential bounds, provided that $d/r+2/q