Particle approximation and martingale formulation of the stochastic Burgers equation

Vortrag von Prof. Dr. Nicolas Perkowski

Sprecher eingeladen von: Prof. Dr. Jean Bertoin

Datum: 04.10.17  Zeit: 17.15 - 18.15  Raum: ETH HG G 43

I will present a martingale formulation for the stationary stochastic Burgers equation, a singular stochastic PDE that is conjectured to be “weakly universal” in the sense that a wide range of weakly asymmetric conservative systems converges to this equation, and I will discuss how to apply the martingale formulation in order to prove this weak universality. Special emphasis will be given to the exclusion process in contact with reservoirs, which converges under the right assumptions to Burgers equation with Dirichlet boundary conditions, an equation for which the correct mathematical formulation is surprisingly subtle.