YoungStatS
The blog of Young Statisticians Europe (YSE)
webinars
Stochastic Fluid Dynamics
2023-10-14
Stochastic Fluid Dynamics Wednesday, November 15th, 6:00 PT / 9:00 ET / 15:00 CET The study of fluid dynamics equations with white forcing is a classical topic in SPDEs and ergodic theory. Recently a new wave of interest, with a shift in focus towards transport noise, has risen, due to its…
stochastic-differential-equations
Chaotic mixing and the statistical properties of scalar turbulence
Sam Punshon-Smith
/
2023-04-10
Passive scalar turbulence is the study of how a scalar quantity, such as temperature or salinity, is transported by an incompressible fluid. This process is modeled by the advection diffusion equation \[\begin{equation} \partial_tg_t + u_t\cdot\nabla g_t - \kappa \Delta g_t =…
financial-mathematics
Log-modulated rough stochastic volatility models
Christian Bayer, Fabian Harang and Paolo Pigato
/
2023-03-14
New insights about the regularity of the instantaneous variance obtained from realized variance data (see Gatheral, Jaisson, and Rosenbaum (2018), Bennedsen, Lunde, and Pakkanen (2021, to appear) and Fukasawa, Takabatake, and Westphal (2019)), have inspired the development of so-called rough…