Martin Hairer, Imperial College London

Miller 301
One fascinating aspect of probability theory is the universal aspect of the objects it allows us to construct. The most wellknown example of this phenomenon is the central limit theorem: for a very large class of collections of random variables, additive functionals that only depend weakly on any one element of the collection exhibit Gaussian behaviour in the limit. When taking time evolution into account, it turns out that in certain "crossover regimes" the largescale behaviour of a number of stochastic systems can formally be described by an illposed stochastic PDE.