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Randomness is natural - an introduction to regularisation by noise
Instantanés de recherche mathématique à Oberwolfach
Randomness is natural - an introduction to regularisation by noise
Differential equations make predictions on the future state of a system given the present. In order to get a sensible prediction, sometimes it is necessary to include randomness in differential equations, taking microscopic effects into account. Surprisingly, despite the presence of randomness, our probabilistic prediction of future states is stable with respect to changes in the surrounding environment, even if the original prediction was unstable. This snapshot will unveil the core mathematical mechanism underlying this “regularisation by noise” phenomenon.
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Théorie des probabilités et statistique
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Licence
DOI
10.14760/SNAP-2024-002-EN
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