报告时间：7月10日下午4：00-5：00
报告地点：数学楼631
报告题目: Nonlinear Feynman-Kac formulae for SPDEs with space-time noise
报告人：Xiaoming Song
Drexel University
Abstract: We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretations (Feynman-Kac formulae) for certain semilinear stochastic partial differential equations (SPDEs) with space-time noise. As an application of the Feynman-Kac formulae, random periodic solutions and stationary solutions to certain SPDEs are obtained.
