Dr Ilya Chevyrev - Rough objects in probability

IAS Visiting Fellow Dr Ilya Chevyrev delivers a seminar on their research -

Probability theory frequently involves the study of very rough stochastic objects, such as Brownian motion, to which the usual rules of calculus do not apply. In the last 20 years, there have been significant developments in probability theory which allow us to make sense of such rough objects and study their properties. These developments in particular have given us methods to rigorously solve a wide class of stochastic (partial) differential equations. In this talk, Dr Chevyrev will give a brief introduction to this topic, describe the problems that these methods can address, and indicate links with neighbouring fields in mathematics, including dynamical systems and quantum field theory.

For more information about the IAS, please visit - https://www.lboro.ac.uk/research/ias