Short Course

Speaker(s): 
Freydoun Rezakhanlou, University of California, Berkeley
Title: 
Rough Path Theory and Regularity Structures
Abstract: 

Rough Path Theory allows us to study ODEs associated with rough vector fields. As an application, we learn how to solve stochastic differential equations. Several models in statistical mechanics are formulated as PDEs with stochastic/rough terms. I will describe two generalizations of Rough Path Theory that have been formulated to treat such PDEs.

Date & Time: 
Sunday‎, ‎July 31‎, ‎2016‎, 10:30 - 12:00 & 13:30 - 15:00
Monday, August 1, 2016, 10:30 - 12:00 & 13:30 - 15:00
Tuesday, August 2, 2016, 10:30 - 12:00
Location: 
Room 221, Dept. Math. Sci., Sharif University of Technology