Densities for solutions of stochastic PDEs

Speaker(s): 
Marco Romito (Università di Pisa)
Date: 
Wednesday, January 18, 2017 - 6:00pm
Location: 
TU Berlin, Straße des 17. Juni 136, 10623 Berlin, Raum MA 004

We present a general method to prove existence and minimal regularity of the density with respect to the Lebesgue measure of solutions of stochastic differential equations with non-smooth coefficients. We give some examples of application to suitable finite dimensional functionals of solutions of stochastic PDEs.