Towards a (rough) pathwise theory of fully non-linear stochastic partial differential equations

  • Harald Oberhauser (University of Cambridge, Cambridge, United Kingdom)
G3 10 (Lecture hall)


We return to seminal work of P.L.Lions and P.Souganidis on nonlinear stochastic partial differential equations in viscosity sense and present some evidence that rough path analysis a la T.Lyons may allow to continue, and perhaps complete, the program they started in a series of papers from 1998-2003.

Katja Bieling

Max Planck Institute for Mathematics in the Sciences Contact via Mail

Patrick Dondl

Max-Planck-Institut für Mathematik in den Naturwissenschaften

Stephan Luckhaus

Universität Leipzig

Max von Renesse

Technische Universität Berlin