Regularization by Noise: Theoretical Foundations, Numerical Methods and Applications

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19

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1

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Oberwolfach reports : OWR

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Zürich : EMS Publ. House

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Abstract

The regularizing effects of noisy perturbations of differential equations is a central subject of stochastic analysis. Recent breakthroughs initiated a new wave of interest, particularly concerning non-Markovian, infinite dimensional, and rough-stochastic/Young-stochastic hybrid systems. The mini-workshop aimed to build on these developments by bringing together young researchers in the field. Particular emphasis was given to the connection to numerical stochastic analysis, aiming to put the regularizing effects of the noise into quantitative numeric use.

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Keywords GND

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Article

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publishedVersion

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This document may be downloaded, read, stored and printed for your own use within the limits of § 53 UrhG but it may not be distributed via the internet or passed on to external parties.
Dieses Dokument darf im Rahmen von § 53 UrhG zum eigenen Gebrauch kostenfrei heruntergeladen, gelesen, gespeichert und ausgedruckt, aber nicht im Internet bereitgestellt oder an Außenstehende weitergegeben werden.