A0811
Title: Finite-dimensional realizations for stochastic PDEs
Authors: Suprio Bhar - Indian Institute of Technology Kanpur (India) [presenting]
Abstract: Stochastic PDEs have become an important modelling tool in describing the evolution of complex systems. These equations are formulated in infinite-dimensional spaces, and the solutions are usually measure/distribution-valued stochastic processes. Two special classes of Stochastic PDEs, which can be reformulated into finite-dimensional Stochastic Differential Equations, are considered, and the existence and uniqueness of solutions are studied. Examples of these Stochastic PDEs appear in certain interest rate models and the evolution of a system of particles.
