Workshop
Towards a (rough) pathwise theory of fully non-linear stochastic partial differential equations
- Harald Oberhauser (University of Cambridge, Cambridge, United Kingdom)
Abstract
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.
