New developments in stochastic dynamics

Yves Le Jan

Research output: Contribution to conferencePaperpeer-review

Abstract

Flows of random coalescing maps or flows of random transition probabilities can arise from simple stochastic differential equations when Ito's theory of strong solutions ceases to apply.

Original languageEnglish (US)
Pages649-667
Number of pages19
StatePublished - 2006
Event25th International Congress of Mathematicians, ICM 2006 - Madrid, Spain
Duration: Aug 22 2006Aug 30 2006

Other

Other25th International Congress of Mathematicians, ICM 2006
Country/TerritorySpain
CityMadrid
Period8/22/068/30/06

Keywords

  • Coalescing flows
  • Noise
  • Stochastic differential equations
  • Stochastic flows

ASJC Scopus subject areas

  • General Mathematics

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