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SUMMARY:"Homogenization of a multivariate diffusion  with semipermeable  i
 nterfaces"
DTSTART:20251215T133000
DTEND:20251215T143000
DTSTAMP:20260408T140412Z
UID:d059008e724bee346ee372fe17331c7c602195527e1108b049d0f710
CATEGORIES:Conferences - Seminars
DESCRIPTION:Andrey Pilipenko (Geneva University.)\nThis is an informal sem
 inar in the Working Seminar series. There will be plenty of interaction\, 
 questions during the talk are expected.\nAbstract. We establish a general
  convergence theorem for solutions of multivariate stochastic differential
  equations with countably many singular terms expressed as integrals with 
 respect to local times. The processes under consideration describe diffusi
 ons in the presence of semipermeable hyperplane interfaces. These interfac
 es may become sticky after applying a random time change that depends on t
 he amount of local time accumulated on each interface We show that\, as th
 e distance between the interfaces tends to zero\, the local-time terms con
 verge to a limiting homogenized drift term. When the  interfaces are stic
 ky\, the limiting diffusion also decelerates\, meaning that its diffusion 
 coefficient is effectively reduced. Such limit theorems illustrate a form 
 of stochastic homogenization fo diffusions evolving in a heterogeneous med
 ium interleaved with semipermeable\, sticky interfaces.
LOCATION:room 485
STATUS:CONFIRMED
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