Recent Developments in SPDEs and BSDEs meet Harmonic and Functional Analysis

Abstract

The purpose of this workshop is the strengthening of the interaction between the fields of Stochastic Partial Differential Equations (SPDEs), Backward Stochastic Differential Equations (BSDEs), and Harmonic and Functional Analysis. We focus on the essential role of analytic techniques (including function spaces, weighted inequalities, and $A_p$-weights) in solving problems in critical stochastic settings. Special topics include SPDEs in critical spaces, regularization by noise, singular SPDEs, quadratic and nonlocal BSDEs.