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数学学院、所系列学术报告(813场):Xiaoming Song

发表于: 2018-07-09 13:31  点击:

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.