Center for Computational Finance
CCF Home
Conferences
Seminars
Working Groups
Nash Lectures
Heath Lectures
People
Open Positions
Contact

CCF Seminar
Fraydoun Rezakhanlou UC Berkeley Title: Diffusions with Rough Drifts Abstract: According to DiPernaLions theory, velocity fields with weak derivatives in $L^p$ 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 diffusion with a drift in a suitable $L^p$ space possesses weak derivatives with exponential bounds.As an application we show that a Hamiltonian system that is perturbed by a white noise produces a symplectic flow for a Hamiltonian function that is merely in $W^{1,p}$ for $p$ strictly larger than dimension. I also discuss the potential application of such regularity bounds to study solutions of NavierStokes equation with the aid of ConstantinIyer's circulation formula. Date: Monday, April 14, 2014 Time: 5:00 pm Location: Wean Hall 8427 Submitted by: Gautam Iyer Note: Please note the change of room 