6 p.m.
TU Berlin, Room MA 004, Straße des 17. Juni 136, 10623 Berlin
Marco Romito (Università di Pisa)

Densities for solutions of stochastic PDEs

We present a general method to prove existence and minimal regularity of the density with respect to the Lebesgue measure of solutions of stochastic differential equations with non-smooth coefficients. We give some examples of application to suitable finite dimensional functionals of solutions of stochastic PDEs.