2018 Taipei, Taiwan

SS74:  Perturbation Techniques in Stochastic Analysis and Its Applications

UniversitE d`Evry-Val-d`Essonne
Perturbation techniques have existed for a long time in the field of Functional Analysis and its near applications such as ordinary/partial differential equations. These techniques have proven very efficient in various fields in probability including stochastic analysis. They have been applied for example, in the study of resonance in engineering problems, in the oscillations problems in finance such as the Cox-Ingersoll-Ross model of interest rates. Still many challenging problems remain and the aim of this session is to bring distinguished researchers from different fields to promote a deeper discussion of the challenging problems that appear in applications and the techniques that researchers in different fields have developed. Therefore the goal of this session is to present the large scope of perturbative methods as applied in stochastic dynamical systems. Examples of these applications are: parametrix methods for the study of densities of linear and non-linear stochastic differential equations in finite and infinite dimensions with non-smooth coefficients, properties of optimal control problems, martingale problems, study of the heat equation in geometrical contexts, the role of noise in the construction of strong solutions for stochastic equations, Perturbation methods in order to obtain feasible numerical approximations with applications in biological or financial models, long time behavior of population dynamics through spectral analysis etc..

List of approved abstract