From Rank-Based Models with Common Noise to Pathwise Entropy Solutions of SPDEs
Offered By: Fields Institute via YouTube
Course Description
Overview
Explore a thought-provoking lecture by Lane Chun Yeung from Carnegie Mellon University, delivered at the Fields Institute on September 26, 2024. Delve into the intriguing connection between rank-based models with common noise and pathwise entropy solutions of Stochastic Partial Differential Equations (SPDEs). Gain insights into this complex mathematical topic as the speaker presents their research findings and methodologies in this concise 23-minute talk.
Syllabus
From rank-based models with common noise to pathwise entropy solutions of SPDEs
Taught by
Fields Institute
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