Rough paths and random dynamical systems

Applicants Professor Dr. Peter Imkeller; Professor Dr. Michael Scheutzow, since 6/2023
Subject Area Mathematics
Term from 2016 to 2024
Project identifier Deutsche Forschungsgemeinschaft (DFG) - Project number 277012070
 

Project Description

Rough paths theory and its extensions allow to analyze the solution to stochastic (partial) differential equations (S(P)DE) which could not be solved up to now. We will study the long time behaviour of these solutions. The theory of random dynamical systems (RDS) is the perfect tool for doing this. We plan to consider the question of existence, uniqueness and convergence towards invariant measures, stability, existence of attractors, invariant manifolds and random cohomologies for solutions to rough differential equations and globally well-posed stochastic SPDE.
DFG Programme Research Units
Subproject of FOR 2402:  Rough Paths, Stochastic Partial Differential Equations and Related Topics
Ehemaliger Antragsteller Professor Dr. Sebastian Riedel, until 6/2023