Rough Paths and PDEs

Mon, 22/02/2010
15:45
Massimiliano Gubinelli (Paris, Dauphine) Stochastic Analysis Seminar Add to calendar Eagle House
By means of a series of examples (Korteweg-de Vries equation, non- linear stochastic heat equations and Navier-Stokes equation) we will show how it is possible to apply rough path ideas in the study of the Cauchy problem for PDEs with and without stochastic terms.