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SUMMARY:Stochastic Differential Equations Driven by Ballistic Super-Diffus
 ive Noise 
DTSTART:20090623T161500
DTSTAMP:20260407T050922Z
UID:ce092b0e12e2f86a0117b413ebb0ea8705b913c4e4ce0b2f12827f31
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Max-Olivier HONGLER\nWe study stochastic differential eq
 uations driven by non-Gaussian noise processes exhibiting a ballistic (als
 o called super-diffusive) variance (such as t + b t2\, where t is time and
  b is a constant). Our driving noise source can be viewed as a lumped Mark
 ov process involving two oppositely drifted Brownian motions. For such a n
 oise source\, one is able to derive explicit results for a wealth of stoch
 astic models ranging from off-equilibrium statistical physics\, optimal st
 ochastic control and sequential stochastic optimization. Illustrations of 
 noise-induced spatio-temporal patterns in arrays of coupled phase oscillat
 ors and additive noise-induced phase transitions will be explicitly discus
 sed.
LOCATION:Salle MA A1 12\, EPFL- Ecublens
STATUS:CONFIRMED
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