Date
Mon, 18 Feb 2013
Time
14:15 - 15:15
Location
Oxford-Man Institute
Speaker
NICOLAS PERKOWSKI
Organisation
Humboldt University, Berlin

Abstract: Hairer recently had the remarkable insight that Lyons' theory of rough paths can be used to make sense of nonlinear SPDEs that were previously ill-defined due to spatial irregularities. Since rough path theory deals with the integration of functions defined on the real line, the SPDEs studied by Hairer have a one-dimensional spatial index variable. I will show how to combine paraproducts, a notion from functional analysis, with ideas from the theory of controlled rough paths, in order to develop a formulation of rough path theory that works in any index dimension. As an application, I will present existence and uniqueness results for an SPDE with multidimensional spatial index set, for which previously it was not known how to describe solutions. No prior knowledge of rough paths or paraproducts is required for understanding the talk. This is joint work with Massimiliano Gubinelli and Peter Imkeller.

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