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Thursday, October 23, 2014

Second quantisation and stochastic PDEs

Jan van Neerven (Delft)

Abstract: Second quantisation and Fock space techniques have interesting applications in the theory of stochastic PDEs driven by Gaussian noise. We review some of them and discuss some recent extensions, due to Szymon Peszat, Dave Applebaum and myself, to equations driven by Poisson and L\'evy noise.

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Location :  Room 611 of the Hans Freudenthal building, formerly known as the Wiskunde/Maths building, (campus De Uithof) Budapestlaan 6, Utrecht.
Date and time : Thursday, October 23, 2014 15:30-16:30. The lecture is preceded by coffee, tea, and cookies from 15.00 to 15.30 hour in the same room.