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Explore the emergence of pathwise entropy solutions for stochastic partial differential equations (SPDEs) in this 49-minute presentation by Mykhaylo Shkolnikov from Carnegie Mellon University. Delve into the pioneering work of Gess and Souganidis, building upon the foundation laid by Lions, Perthame, and Souganidis. Examine the intersection of stochastic portfolio theory and rank-based models, unraveling the probabilistic essence of pathwise entropy solutions, particularly under Brownian motion. Learn about joint work with Lane Chun Yeung and gain insights into applied mathematics, computational science, and financial mathematics. Participate in a Q&A session following the main presentation to deepen your understanding of this complex topic.
