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题 目:Nonlinear Feynman-Kac formula for SPDEs with space-time noise

报告人:张奇 教授(复旦大学)

摘 要 :We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretations (Feynman-Kac formula) for certain semilinear stochastic partial differential equations (SPDEs) with space-time noise. As an application of the Feynman-Kac formula, random periodic solutions and stationary solutions to SPDEs are obtained. This is a joint work with Jian Song and Xiaoming Song.

时 间:6月6日 上午10:00-11:00

地 点:西大楼108

邀请人:宋玉林 老师