Rough Paths and PDEs

  • Dan Crisan

    Imperial College, London, UK
  • Peter K. Friz

    Technische Universität Berlin, Germany
  • Massimiliano Gubinelli

    Rheinische Friedrich-Wilhelms-Universität Bonn, Germany
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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