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Speaker：Tadahisa Funaki
Schedule： Every Tue & Thur. 9:50-11:25 2020-11-17 ~ 12-17
Venue：Zoom Meeting ID：849 963 1368 Passcode: YMSC
KPZ equation recently attracts a lot of attention in probability group. It is a singular stochastic partial differential equation and describes growing interfaces with fluctuation. This equation is ill-posed in a usual sense and requires a renormalization.
The goal of the course is to derive KPZ equation from microscopic interacting particle systems. We first quickly review some basic concepts and results in stochastic analysis, such as martingales, Brownian motion, stochastic differential equations, martingale problems. We also recall some results in particle systems.
