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.

Programme

Hour Speaker  
09:00 - 09:05 Opening session  
09:05 - 09:25 Alexander Lobbe  
09:30 - 09:50 Michele Giordano  

09:55 - 10:15

Iben Simonsen

 
  Coffe Break  
10:40 - 11:00 Andrea Fiacco  
11:05 - 11:25 Marc Lagunas  
11:30 - 11:50

Dr. Achref Bachouch

 
  Lunch

 

13:15 - 14:15

Prof. Dr. Nicolas Perkowski

(Abstract below)

  Coffee Break

 

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

Published May 22, 2019 2:43 PM - Last modified May 22, 2019 2:52 PM