Wednesday, November 15, 2017 - 15:00 in V3-201
Regularization by noise for rough linear transport equations
A talk in the Bielefeld Stochastic Afternoon series by
Torstein Nilssen from TU Berlin
| Abstract: |
In this talk I will present a class of deterministic linear transport equation for which the solutions develop discontinuities which makes a weak formulation impossible. We shall see that adding noise has a smoothing effect on the solutions, allowing a weak formulation. The noise will be chosen to be the fractional Brownian motion, and the integration has to be interpreted in the rough path sense to get the regularization effect.
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