Speaker: Piero Olla, ISAC-CNR Cagliari (Italy)
Title: Stochastic systems with mixed boundary conditions in time
Abstract:
It is possible to see that coarse graining generates an arrow of
time in a stochastic system composed of microscopic stochastic `atoms'
with a fully time-symmetric dymamics. Imposing boundary conditions
in the future on parts of the system can then lead to an arrow of time
that is locally backward directed. The interaction of components of the
system with opposite arrows of time will be discussed in this talk
by a combination of Schr\"odinger bridge and forward-backward SDE
approaches.