Extreme value theory for stochastic flows
The Mathematical Data Science Centre seminar series.
Date & time
Date/time
16 Jun 2025 1:00pm - 16 Jun 2025 2:00pm
Speaker
Speakers
Sandro Vaienti (Centre de Physique Théorique, Luminy)
Event series
Event series
Contact
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Description
Abstract: We propose a way to compute extreme value distributions for stochastic differential equations. The method of the proof is based on perturbations of a suitable evolution operator.
Location
Seminar Room 1.33, Hanna Neumann Building 145
Science Road, Acton ACT 2601
-35.275494045077, 149.11932542604