University of Sydney
22nd October 2012 2-3pm, AGR Carslaw 829
It is well known that there is an intimate relationship between stochastic ordinary differential equations and second order parabolic and elliptic PDE's. In this talk we will discuss a similar relationship between stochastic partial differential equations of gradient type and PDEs in infinite number of variables. We will also discuss some related problems of analysis on infinite-dimensional measure spaces. In particular, recent results on BV functions on Hilbert spaces will be presented.
Check also the PDE Seminar page. Enquiries to Florica CÓrstea or Daniel Daners.