2207c
Mini-Workshop: Regularization by Noise: Theoretical Foundations, Numerical Methods and Applications (hybrid meeting)
Workshop
2207cPeriod
13 Feb - 19 Feb 2022Abstract
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. The mini-workshop aimed to build on
these developments by bringing together young researchers in the field. Particular
emphasis was given to the connection to numerical stochastic analysis, aiming to put
the regularizing effects of the noise into quantitative numeric use.