Marți, 14 iulie 2026, de la ora 11:00, în sala e de la cădirea Mathematica, prof. univ. dr. Ilya Chevyrev, from Scuola Internationale Superiore di Studi Avanzati (SISSA) va susține o prelegere, cu titlul:

An Invitation to Rough Path Theory

adresat tuturor cercetătorilor interesați, precum și masteranzilor și doctoranzilor. Un rezumat al prezentării poate fi găsit mai jos.

Abstract: Rough path theory emerged in the last 30 years as a powerful tool in the study of stochastic differential equations. In contrast to Ito calculus, where solutions to SDEs are obtained by probabilistic means, rough path theory obtains solutions by enhancing the original noise with extra data, the outcome of which is a continuous solution map (instead of just measurable as in Ito calculus). In this talk, I will show some surprising effects of adding noise to equations, explain what this “extra data” in rough path theory and show how it reintroduces “deterministic” analysis back into the probabilistic problem.