Tuesday, August 21, 2018 - 14:00 in ZiF
Stochastic differential equations versus deterministic differential equations
A talk in the Keine Reihe series by
Viorel Barbu from Romanian Academy, Iasi
| Abstract: |
The deterministic Cauchy problem associated to time independent m-accretive nonlinear operators
in Banach spaces is well posed and this provide an unifying treatment of existence theory for most
boundary value problems in mathematical physics. The situation is different for stochastic
differential equations driven by Gaussian processes for which a complete existence theory
exists in a few cases only. In this talk we shall try to explain this gap and how to
fill it by a new concept of solution based on variational arguments.
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