Stochastic partial differential equations - Detailseite

Voraussetzungen: Stochastik 2, it is recommended to attend also Stochastische Analysis and the course on classical SPDE methods offered by Jinniao Qiu during the first half of the semester.

Inhalt: We cover recently developed pathwise methods, which lead to a breakthrough in SPDEs. We will start with the basics of the Lyons-Gubinelli rough path theory, and apply it to solve SDEs for quite general driving signals. Then we will treat a far-reaching generalization of rough paths, Hairer’s regularity structures, and see how to use them in order to solve some interesting SPDEs.