Regularization by Noise for Stochastic Differential and Stochastic Partial Differential Equations

The regularizing effects of noisy perturbations of differential equations is a central subject of stochastic analysis. Recent breakthroughs initiated a new wave of interest, particularly concerning non-Markovian, infinite dimensional, and rough-stochastic / Young-stochastic hybrid systems.

On the webinar, selected younger scholars will present their recent works on the topic.

When & Where:

  • Wednesday, September 21st, 7:00 PT / 10:00 EST / 16:00 CET.
  • Online, via Zoom. The registration form is available here.


Discussant: Oleg Butkovsky, Weierstrass Institute for Applied Analysis and Stochastics, Germany

The webinar is part of YoungStatS project of the Young Statisticians Europe initiative (FENStatS) supported by the Bernoulli Society for Mathematical Statistics and Probability and the Institute of Mathematical Statistics (IMS).