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Deterministic homogenization with Levy process limits

Presented by: 
Ian Melbourne University of Warwick
Date: 
Friday 14th December 2018 - 13:30 to 14:30
Venue: 
INI Seminar Room 1
Abstract: 
We consider homogenization of deterministic fast-slow systems in the situation where the limiting SDE is driven by a stable Levy process. This is joint work with Chevyrev, Friz and Korepanov.

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University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons