Stochastic partial differential equations associated with Feller processes
报告专家:宋健(山东大学)
报告时间:2024年7月16日(星期二)下午15:40-16:40
报告地点:数学学院西303报告厅
报告摘要: For the stochastic partial differential equation associated with a Feller process , we obtain Feynman-Kac type of representations for the Stratonovich and Skorohod solutions as well as for their moments. The regularity of the law and the Hölder continuity of the solutions are also studied. The talk is based on joint work with Meng Wang and Wangjun Yuan.
专家简介:宋健,山东大学教授。2010.5 美国堪萨斯大学理学博士,2010.9-2012.12 美国Rutgers大学New Brunswick分校助理教授,2013.1-2018.8 香港大学助理教授,2018.9至今山东大学教授。主要研究方向为随机偏微分方程、统计物理模型、随机矩阵、随机控制、随机分析及其应用等。
邀请人:胡泽春