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SUMMARY:Particle representations and limit theorems for stochastic partial
  differential equations - Kurtz\, TG (Wisconsin-Madison)
DTSTART:20100329T130000Z
DTEND:20100329T140000Z
UID:TALK23976@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:Solutions of the a large class of stochastic partial different
 ial equations can be represented in terms of the de Finetti measure of an 
 infinite exchangeable system of stochastic ordinary differential equations
 .\nThese representations provide a tool for proving uniqueness\, obtaining
  convergence results\, and describing properties of solutions of the SPDEs
 .\nThe basic tools for working with the representations will be described.
 \nExamples will include the convergence of an SPDE as the spatial correlat
 ion length of the noise vanishes\, uniqueness for a class of SPDEs\, and c
 onsistency of approximation methods for the classical filtering equations.
 \n
LOCATION:Seminar Room 1\, Newton Institute
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