A stochastic population model with rough selection

27 January 2020
15:45
TOMMASO CONELIS ROSATI
Abstract

"We consider a spatial Lambda-Fleming-Viot process, a model in mathematical biology, with a randomly chosen (rough) selection field. We study the scaling limit of this process in different regimes. This leads to the analysis of semi-discrete approximations of singular SPDEs, in particular the Parabolic Anderson Model and allows to extend previous results to weakly nonlinear cases. The subject presented is based on joint works with Aleksander Klimek and Nicolas Perkowski."

  • Stochastic Analysis & Mathematical Finance Seminars