Student Probability/PDE Seminar

Student Probability/PDE Seminar

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Nov 4, 2014, 03:30 PM - 05:00 PM | 736 Evans Hall | Happening As Scheduled
Fraydoun Rezakhanlou, UC Berkeley (Speaker)
Rough Path Theory of Terry Lyons provides a way to construct pathwise solutions to Stochastic Differential Equations. Regularity Structure Theory of Martin Hairer offers a multi-dimensional generalization of Rough Path Theory and can be used to build Markovian solutions to Stochastic PDEs. In these lectures I will give an overview of these theories and their applications to SPDEs.