Recent Developments in SPDEs and BSDEs meet Harmonic and Functional Analysis

Oberwolfach Reports 2026 Open access

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Authors: Stefan Geiß, Benjamin Gess, Stefanie Petermichl, Mark Veraar
DOI: 10.4171/owr/2025/53
Cited by: 0
References: 31

Abstract

The purpose of this workshop is the strengthening of the interaction between the fields of Stochastic Partial Differential Equations (SPDEs), Backward Stochastic Differential Equations (BSDEs), and Harmonic and Functional Analysis. We focus on the essential role of analytic techniques (including function spaces, weighted inequalities, and A_{p} -weights) in solving problems in critical stochastic settings. Special topics include SPDEs in critical spaces, regularization by noise, singular SPDEs, quadratic and nonlocal BSDEs.

Fields of Study & Subjects

Stochastic processes and financial applications Advanced Harmonic Analysis Research Nonlinear Partial Differential Equations

Publication details

Journal / source
Oberwolfach Reports
Volume
22
Issue
4
Pages
2843–2916
Publication date
4 March 2026
Language
EN