Introduction to the stochastic sewing lemma
九州確率論セミナー
開催期間
2022.12.16(金)
16:30 ~ 18:00
16:30 ~ 18:00
場所
Zoomによるオンライン開催
講演者
松田 響 (Freie Universität Berlin)
概要
In his seminal work, Lê (20) introduced a stochastic version of the sewing lemma, which turned out to be a powerful tool for rough stochastic analysis. The main aim of this talk is to give an accessible introduction to the stochastic sewing lemma. Besides we discuss two works of the speaker: regularization by noise for $L^q L^p$-drift (joint work with Oleg Butkovsky and Khoa Lê) and the shifted stochastic sewing lemma (joint work with Nicolas Perkowski).