Faculty of Mathematics
Collaborative Research Centre 701
Spectral Structures and Topological Methods in Mathematics
stripes SFB701

Wednesday, November 15, 2017 - 15:00 in V3-201

Regularization by noise for rough linear transport equations

A talk in the 'Bielefeld Stochastic Afternoon' series by
Torstein Nilssen from TU Berlin
Abstract: In this talk I will present a class of deterministic linear transport equation for which the solutions develop discontinuities which makes a weak formulation impossible. We shall see that adding noise has a smoothing effect on the solutions, allowing a weak formulation. The noise will be chosen to be the fractional Brownian motion, and the integration has to be interpreted in the rough path sense to get the regularization effect.