The INI has a new website!

This is a legacy webpage. Please visit the new site to ensure you are seeing up to date information.

Skip to content

SPD

Seminar

Rough path stability of SPDEs arising in non-linear filtering and beyond

Friz, P (Technische Universitat Berlin)
Tuesday 15 June 2010, 14:00-14:50

Seminar Room 1, Newton Institute

Abstract

We 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.

Video

The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.

Back to top ∧