Talk page

Title:
Densities for solutions of stochastic PDEs

Speaker:
Marco Romito

Abstract:
We present a general method to prove existence and minimal regularity of the density with respect to the Lebesgue measure of solutions of stochastic differential equations with non-smooth coefficients. We give some examples of application to suitable finite dimensional functionals of solutions of stochastic PDEs

Link:
http://scgp.stonybrook.edu/video_portal/video.php?id=2660

Workshop:
Simons- Workshop: Stochastic Partial Differential Equations