Mass-Conserving Stochastic Partial Differential Equations and Related Backward Doubly Stochastic Differential Equations
主 题: Mass-Conserving Stochastic Partial Differential Equations and Related Backward Doubly Stochastic Differential Equations
报告人: 张奇 副教授 (复旦大学)
时 间: 2016-12-19 15：00-16：00
地 点: 理科一号楼 1303（概率论系列报告）
In this talk, I will introduce a type of mass-conserving stochastic partial differential equations which can be connected with a type of mass-conserving backward doubly stochastic differential equations. The Poincare’s inequality is used in the estimates to relax the monotonic condition of backward doubly stochastic differential equations. This is a joint work with Huaizhong Zhao.
