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TU Berlin

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Research Unit - Rough paths, stochastic partial differential equations and related topics

P1: SPDEs - a rough path perspective

The goals here are to implement the variational approach to SPDEs on the level of rough paths and to develop the rough paths approach to stochastic conservation laws. In particular, we want to overcome the limitations imposed by the flow transformation and mild formulations.

Principal investigators: P. K. Friz, M. Hofmanova, W. Stannat

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