Luogo: Dipartimento di Matematica, via Sommarive, 14 - Povo (TN) - Aula Seminari "-1"
Ore: 11.00
Abstract:
For some differential equations the addition of a carefully chosen,
random noise term can produce a regularising effect (e.g. solutions are
more regular, or restored uniqueness).
If time allows, I will conclude by introducing a new strategy of proof based on stochastic exponentials and an associated parabolic PDE, which allows to obtain, under even weaker hypothesis, well-posedness for stochastic PDEs in a class of solutions which are only regular in mean. This will be illustrated by an application to the transport equation.
Referente: Stefano Bonaccorsi