University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Rough path stability of SPDEs arising in non-linear filtering and beyond

Rough path stability of SPDEs arising in non-linear filtering and beyond

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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.

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