Videos

Paracontrolled differential equations

Presenter
January 28, 2014
Abstract
Nicolas Perkowski Université de Paris IX (Paris-Dauphine) Paracontrolled distributions combine the Fourier techniques of Bony's paradifferential calculus with ideas from the theory of controlled rough paths. This leads to a lightweight calculus for distributions which allows to handle nonlinear operations involving singular objects like white noise, and which allows to give a meaning to and solve singular stochastic (partial) differential equations. I will present the basic ideas and techniques of paracontrolled distributions on a simple model problem. Based on joint work with Massimiliano Gubinelli and Peter Imkeller.
Supplementary Materials