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

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