Mathematical Sciences Department
Financial Math Seminar
Speaker: Yonatan Ashenafi, WPI
Monday, December 11, 2023
10:00 am - 11:00 am
Unity Hall 405
Title: Homogenization of Multiscale SDE systems
Abstract: We will discuss analytical approaches behind the asymptotic reduction of systems of Stochastic Differential Equations (SDEs) with multiple time scales. After covering critical steps in these approaches, we will briefly consider extensions concerning multiplicative noise and error estimation. At the end, we will look at an application where the homogenization approach is used to study the implications of multicellularity on the kinesis effectiveness of swimming protozoa.