22.10.2018 16:15 Alexandra Neamtu (TUM):
A rough introduction to rough paths theory with applications to SPDEsMI 03.06.011 (Boltzmannstr. 3, 85748 Garching)

We present a concise pathwise construction of stochastic integrals with respect to -Hölder continuous processes. This allows us to investigate the well-posedness of stochastic evolution equations driven by multiplicative rough noise such as the fractional Brownian motion. Moreover, this pathwise approach provides an appropriate setting for the analysis of the long-time behavior for this kind of SPDEs. This talk is based on a joint work with Robert Hesse.