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 |