Rough Paths and PDEs
Dan Crisan
Imperial College, London, UKPeter K. Friz
Technische Universität Berlin, GermanyMassimiliano Gubinelli
Rheinische Friedrich-Wilhelms-Universität Bonn, Germany
Abstract
The purpose of the Oberwolfach workshop ”Rough Paths and PDEs” was to bring together these researchers, both young and senior, with the aim to promote progress in rough path theory, the connections with partial differential equations and its applications to numerical methods.
Cite this article
Dan Crisan, Peter K. Friz, Massimiliano Gubinelli, Rough Paths and PDEs. Oberwolfach Rep. 9 (2012), no. 3, pp. 2493–2540
DOI 10.4171/OWR/2012/41