Rough path stability of SPDEs arising in non-linear filtering and beyond
Add to your list(s)
Download to your calendar using vCal
If you have a question about this talk, please contact Mustapha Amrani.
Stochastic Partial Differential Equations (SPDEs)
We present a (rough)pathwise view on stochastic partial differential equations. Our results are based on the marriage of rough path analysis with (2nd order) viscosity theory. Joint work with M. Caruana and H. Oberhauser.
This talk is part of the Isaac Newton Institute Seminar Series series.
This talk is included in these lists:
Note that ex-directory lists are not shown.
|