学术报告

BSDE and SPDE with Holder continuous coefficient and applications

发布人:发布时间: 2019-11-05

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题目:BSDE and SPDE with Holder continuous coefficient and applications

报告人:熊捷 教授(南方科技大学)

时间:2019年11月8日 10:00-11:00

地点:西大楼108报告厅

摘要:The connection between backward stochastic differential equations (BSDE) and stochastic partial differential equations (SPDE) developed by Pardoux and Peng is extended to equation with Holder continuous coefficients. As applications, uniqueness of solutions for some SPDEs are obtained.

邀请人:宋玉林 老师