COLOQUIO

Dia 8 de octubre (MARTES)  a las 11,30 en el aula naranja del ICMAT

Peter Friz (Institut für Mathematik, Technische Universität Berlin)

A Rough Path Perspective on Renormalization

Abstract:
We shall introduce geometric and branched rough paths, following T. Lyons (1998) and M. Gubinelli (2010) respectively. In particular, we revisit / extend the notation of translation operator on these objects. As in Hairer's work (2015) on the renormalization of SDPEs subjected to stationary, if ill-defined noise, we propose a purely algebraic view on the matter. Recent advances in the theory of regularity structures, especially the Hopf algebraic interplay of positive and negative renormalization, are seen to have precise counter-parts in the rough path context. At last, we consider some finite-dimensional stochastic examples which do need renormalization.