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IAS Seminar: Rough objects in probability
- 18 September 2024
- 12pm-1pm
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Institute of Advanced Studies (IAS) Visiting Fellow Dr Ilya Chevyrev will deliver a seminar on their research.
Probability theory frequently involves the study of very rough stochastic objects, such as Brownian motion, to which the usual rules of calculus do not apply. In the last 20 years, there have been significant developments in probability theory which allow us to make sense of such rough objects and study their properties. These developments in particular have given us methods to rigorously solve a wide class of stochastic (partial) differential equations.
In this talk, Dr Cehevyrev will give a brief introduction to this topic, describe the problems that these methods can address, and indicate links with neighbouring fields in mathematics, including dynamical systems and quantum field theory.
Please arrive from 11.45am for a 12pm start. For those joining in person, lunch will be served after the seminar from 1pm.
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Contact details
- Kieran Teasdale
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Booking information
- Free
- Booking required? Yes
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