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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
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
