Date
Mon, 24 Jan 2011
14:15
Location
Eagle House
Speaker
Hendrik Weber

Abstract: We construct solutions to Burgers type equations perturbed by a multiplicative

space-time white noise in one space dimension. Due to the roughness of the driving noise, solutions are not regular enough to be amenable to classical methods. We use the theory of controlled rough paths to give a meaning to the spatial integrals involved in the definition of a weak solution. Subject to the choice of the correct reference rough path, we prove unique solvability for the equation. We show that our solutions are stable under smooth approximations of the driving noise. A more general class of approximations will also be discussed. This is joint work with Martin Hairer and Jan Maas.

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