Numerical methods for SDEs with additive noise and distributional drift: strong and weak error rates
De Elena Issoglio
The Gibbs measure of the renormalized two dimensional stochastic Gross-Pitaevskii equation
De Anne de Bouard
De Yuval Peres
Apparaît dans les collections : Random walks with memory / Marches aléatoires à mémoire, Exposés de recherche
In the first half of the talk, I will survey results and open problems on transience of self-interacting martingales. In particular, I will describe joint works with S. Popov, P. Sousi, R. Eldan and F. Nazarov on the tradeoff between the ambient dimension and the number of different step distributions needed to obtain a recurrent process. In the second, unrelated, half of the talk, I will present joint work with Tom Hutchcroft, showing that the component structure of the uniform spanning forest in $\mathbb{Z}^d$ changes every dimension for $d > 8$. This sharpens an earlier result of Benjamini, Kesten, Schramm and the speaker (Annals Math 2004), where we established a phase transition every four dimensions. The proofs are based on a the connection to loop-erased random walks.