Stochastic Analysis, Stochastic Partial Differential Equations and Applications to Fluid Dynamics and Particle Systems
timetable:
Mon 3 Apr, 11:00 - 11:40, Aula Dini
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seminar: Towards a pathwise definition of stochastic PDEs
speaker: Samy Tindel (IECN - Université de Nancy 1)abstract: We will review some recent results aiming at a rough path type analysis of stochastic PDEs. We will first give an idea of the algebraic features of our method, and then show that it applies to non linear PDEs driven by an infinite dimensional fractional Brownian motion with a non-trivial spatial covariance.
timetable:
Mon 3 Apr, 11:00 - 11:40, Aula Dini
<< Go back