Mini-Workshop: Regularization by Noise: Theoretical Foundations, Numerical Methods and Applications

  • Oleg Butkovsky

    Weierstrass-Institut Berlin (WIAS), Germany
  • Ana Djurdjevac

    Zuse Institut Berlin, Germany
  • Máté Gerencsér

    Technische Universität Wien, Austria

Abstract

The regularizing effects of noisy perturbations of differential equations is a central subject of stochastic analysis. Recent breakthroughs initiated a new wave of interest, particularly concerning non-Markovian, infinite dimensional, and rough–stochastic/Young–stochastic hybrid systems. The mini–workshop aimed to build on these developments by bringing together young researchers in the field. Particular emphasis was given to the connection to numerical stochastic analysis, aiming to put the regularizing effects of the noise into quantitative numeric use.

Cite this article

Oleg Butkovsky, Ana Djurdjevac, Máté Gerencsér, Mini-Workshop: Regularization by Noise: Theoretical Foundations, Numerical Methods and Applications. Oberwolfach Rep. 19 (2022), no. 1, pp. 457–488

DOI 10.4171/OWR/2022/9