Hendrik Weber: Noise, differential equations andquantum fields

Talk at the "Mathematics Münster Mid-term Conference", 25-27 March 2024, in Münster, Germany.
Abstract: Stochastic Analysis is concerned with solving differential equations in the presence of highly irregular random noise terms. The field has evolved from the foundational works by Itô in the 1940s and its method are used today in numerous modelling contexts. In the first half of this talk I will present my personal take on some of this history and some of the key ideas used. In the second half, I will discuss exciting developments of the last 10 years that show how methods developed for stochastic differential equations allow to give a new perspective on the classical problem to rigorously construct Quantum Fields.
More information on the conference: www.uni-muenst...