Analytical and calibration properties for a stochastic shallow water system
Oana Lang
Imperial College London, UK
Abstract:
In this talk I will present a strategy for proving existence of a unique maximal pathwise solution for a stochastic shallow water model. The solution is proven to be global with positive probability. Time permitting, I will explain how the model can be stochastically calibrated using a new technique developed in [2].
[1] Well-posedness Properties for a Stochastic Rotating Shallow Water Model, J. Dyn. Diff. Equat. (joint with D. Crisan)
[2] Noise calibration for the stochastic rotating shallow water model, arXiv:2305.03548 (joint with A. Lobbe and D. Crisan)