题目:Singular HJB equations with applications to KPZ on the real line

报告人:朱蓉禅(北京理工大学)


时间地点:2021年11月24日 晚上 20:00-21:00,腾讯会议ID:287 721 699 CODE:7315

报告摘要:In this talk I will talk about the Hamilton-Jacobi-Bellman equations with distribution-valued coefficients, which is not well-defined in the classical sense and shall be understood by using paracontrolled distribution method introduced in \cite{GIP15}.  By a new characterization of weighted Hölder space and Zvonkin’s transformation we prove some new a priori estimates, and therefore, establish the global well-posedness for singular HJB equations. As an application, the global well-posedness for KPZ equations on the real line in polynomial weighted Hölder spaces is obtained without using Cole-Hopf’ s transformation. This is based on the joint work with Xicheng Zhang and Xiangchan Zhu.


报告人简介:

 朱蓉禅,博士毕业于中科院数学与系统科学研究院和德国比勒菲尔德大学,现任北京理工大学教授。2019年获批国家自然科学基金优青项目。

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