Thursday, September 23, 2021 - 09:00 in ZOOM - Video Conference
Rough partial differential equations with multiplicative noise, an overview and some applications
A talk in the CRC Block Course series by
Emanuela Gussetti
| Abstract: |
The aim of this mini course is to look at the advantages of employing the rough path theory to a class of stochastic partial differential equations, whose solution can be constructed by means of the compactness method. We will start from the definition of rough path, introduce rough path integration and then look into existence and uniqueness of a case study rough PDE. The unique solution of this PDE can be then represented as a continuous function of the noise, which leads directly to a large deviation principle and a support theorem. The topics covered are part of my Phd research.
Zoom Meeting ID: 91504644269
Passcode: 387095
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