RG 2402/2: Singular SPDEs – approximation and statistical properties (SP 05)

Our aim is to better understand the dynamic behavior of singular SPDEs. In particular, we will study stochastic interface models like the KPZ equation or wetting models and we will investigate the intermittency properties of the continuous parabolic Anderson model. Additionally, we will derive rough path invariance principles for stochastic processes in random media.

Principal investigators

Perkowski, Nicolas Prof. Dr. (Details) (Stochastic Analysis)

Financer

DFG Research Unit

Duration of project

Start date: 10/2019
End date: 09/2022

Research Areas

Mathematics