Regularisation by noise in multiplicative and mean field SDEs
Probability Seminar
22nd November 2024, 3:30 pm – 4:30 pm
Fry Building, 2.04
The phenomenon of regularisation by noise has received significant attention in recent years, following Davie 07 and Catellier—Gubinelli 16, with most focus being on additive noise S(P)DEs. In this talk I will present some recent, jointly obtained, results first on regularisation by noise for multiplicative SDEs (with T. Matsuda) and then on regularisation by noise for interacting particle systems and quantitative propagation of chaos results towards their mean field limits (with L. Galeati and K. Lê).
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