Inhalt des Dokuments
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