主 题: Particle representations for some SPDEs and measure-valued processes
报告人: Prof. Tom Kurtz (Univ. of Wiusconsin, Madison)
时 间: 2008-10-17 下午 2:00 - 3:00
地 点: 理科一号楼 1114(数学所活动)
Abstract: A large class of stochastic partial differential equations can be
interpreted as modeling the evolution of mass distributions. The solutions
of these stochastic equations can frequently be represented in terms of
countable systems of interacting particles. The behavior of the particle
representations may be easier to understand than that of the original SPDE.
Examples of representations of this type will be given and the use of these
representations for model derivation and approximation and proofs of
existence and uniqueness will be illustrated. The talk will begin with
particle models given by deterministic ordinary differential equations
adding complexity until we have nonlinear stochastic partial differential
equations.
