Scheme: University Research Fellowship
Organisation: University of Warwick
Dates: Jan 2016-Dec 2020
Summary: Stochastic differential equations describe the evolution of quantities subject to a random noise. These equations typically arise in modelling, when describing a quantity which is influenced by a large number of small contributions which in their totality are most efficiently described as random.
My research centers around stochastic partial differential equations which describe such random quantities that depend on a time and spatial coordinates. On the one hand I am interested in the subtle regularity questions that arise in these equations. On the other hand I want to understand the connections to discrete models from statistical physics.