PhD Gathering 2019
Once again this year, Phd's and Postdoc's from Stochastic Analysis, finance, insurance and risk section of the Mathematics institute, will gather together to share, their latest research.
This year's invited speaker will be Prof. Dr. Nicolas Perkowski, who will give a lecture on the topic: "A martingale approach to generalized stochastic Burgers equations".
Below you may find the abstract of his talk as well as the seminar program.
|09:00 - 09:05||Opening session|
|09:05 - 09:25||Alexander Lobbe|
|09:30 - 09:50||Michele Giordano|
09:55 - 10:15
|10:40 - 11:00||Andrea Fiacco|
|11:05 - 11:25||Marc Lagunas|
|11:30 - 11:50||
Dr. Achref Bachouch
|13:15 - 14:15||
Prof. Dr. Nicolas Perkowski
|14:30 - 14:50||Silvia Lavagnini|
|14:55 - 15:15||Dr. Fabian Harang|
|15:20 - 15:40||Dr. David Baños|
|15:45 - 16:05||Dr. Kristina Dahl|
Abstract: Prof. Dr. Nicolas Perkowski
A martingale approach to generalized stochastic Burgers equations
By now there exist very general pathwise solution theories for singular SPDEs, based on regularity structures and related theories. But the evolution of the laws of these equations is still poorly understood because the usual probabilistic tools break down. In my talk, I will present a martingale theory for a class of singular SPDEs of Burgers type. We use Gaussian analysis and chaos expansions to construct a domain of controlled (and non-smooth) test functions for the infinitesimal generator and based on that we study the Kolmogorov forward and backward equations and the martingale problem. In combination with works by Goncalves, Jara, Sethuraman and others this leads to universality results for generalized stochastic Burgers equations. Joint work with Massimiliano Gubinelli