Rough path stability of SPDEs arising in non-linear filtering and beyond
Seminar Room 1, Newton Institute
AbstractWe 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.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.