Oberseminar Partielle Differentialgleichungen: Paracontrolled distribution approach to rough convolution equations
Wann
Donnerstag, 8. Juni 2017
15:15 bis 16:45 Uhr
Wo
F 426
Veranstaltet von
Vortragende Person/Vortragende Personen:
David Prömel (ETH Zürich)
Diese Veranstaltung ist Teil der Veranstaltungsreihe „Oberseminar Partielle Differentialgleichungen“.
Abstract: Recently, the paracontrolled distribution approach was introduced by Gubinelli, Imkeller and Perkowski to deal with singular stochastic PDEs as for example the KPZ equation or the stochastic quantization equation. We generalize and adapted this purely analytic approach to prove pathwise existence and uniqueness results for rough convolution equations. In particular, this wide class of equations includes rough dierential equations with possible delay, stochastic Volterra equations, and moving average equations driven by Levy processes.
This talk is based on joint works (in progress) with Mathias Trabs.