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SUMMARY:Rough path stability of SPDEs arising in non-linear filtering and 
 beyond - Friz\, P (Technische Universitat Berlin)
DTSTART:20100615T130000Z
DTEND:20100615T135000Z
UID:TALK25214@talks.cam.ac.uk
CONTACT:Mustapha Amrani
DESCRIPTION:We present a (rough)pathwise view on stochastic partial differ
 ential equations. Our results are based on the marriage of rough path anal
 ysis with (2nd order) viscosity theory. Joint work with M. Caruana and H. 
 Oberhauser.
LOCATION:Seminar Room 1\, Newton Institute
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