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Martin Hairer

University of Warwick

On Stochastic PDEs Arising in Path Sampling

Abstract:

We consider a number of stochastic PDEs arising naturally when trying to sample from conditioned diffusions. The aim of this talk is to give a survey on what can be said rigorously about the solutions of these SPDEs and to highlight the remaining theoretical challenges.
Datum: 08.12.2006
Zeit:14.15
Ort:FU Berlin, Institut für Mathematik II, Arnimallee 6, 14195 Berlin.
Raum:032 im Erdgeschoss

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