The Wong-Zakai theorem for stochastic heat equation

We will present a probabilistic proof of the Wong-Zakai theorem for stochastic heat equation by Hairer-Pardoux.

Date: 25 February 2019, 12:00 (Monday, 7th week, Hilary 2019)
Venue:
Mathematical Institute
Woodstock Road OX2 6GG
See location on maps.ox
Speaker: Yu Gu (Carnegie Mellon University)
Organising department: Department of Statistics
Part of: Probability seminar
Booking required?: Not required
Audience: Public
Editors: Christina Goldschmidt, James Martin