Applied Mathematics Seminar
Cheng Ouyang
UIC
Controlled distributions and a parabolic Anderson model
Abstract: Inspired by ideas from rough path theory, Gubinelli et al. developed the theory of controlled distributions to study stochastic PDEs that involve products of distributions which are a priori not well-defined. This approach is very close to Hairer's theory of regularity structures, though the later is more local in nature.
In this talk I will use a parabolic Anderson model as an example to introduce Gubinelli's theory. In particular, I will show existence of a solution to the equation. The talk is based on an ongoing work with Samy Tindel.
Monday April 27, 2015 at 4:00 PM in SEO 636