On parabolic SPDEs with singular coefficients

István Gyöngy (U Edinburgh)

Feb 13. 2024, 09:00 — 09:40

Existence and uniqueness theorems for parabolic SPDEs with singular coefficients are presented. Applications to nonlinear filtering of partially observed diffusions with singular drift coefficients are discussed. The talk is based on a recent joint work with N. V. Krylov.

Further Information
Venue:
ESI Boltzmann Lecture Hall
Associated Event:
Stochastic Partial Differential Equations (Workshop)
Organizer(s):
Sandra Cerrai (U of Maryland)
Martin Hairer (Imperial College London)
Carlo Marinelli (University College London)
Eulalia Nualart (U Barcelona)
Luca Scarpa (Politecnico Milano)
Ulisse Stefanelli (U of Vienna)