统计学主题系列报告

SPDEs with non-Lipschitz coefficients and nonhomogeneous boundary conditions

报告人:杨叙

报告地点:腾讯会议ID:909 482 265

报告时间:2021年11月19日星期五14:00-15:00


报告摘要:

 

In this talk we establish the strong existence, pathwise uniqueness and a comparison theorem to a stochastic partial differential equation driven by Gaussian colored noise with non-Lipschitz drift and diffusion coefficients with finite spatial domain and Dirichlet, Neumann or mixed nonhomogeneous random boundary conditions. The H\"older continuity of the solution in both time and space variables is also studied. This talk is based on a joint work with Jie Xiong.


主讲人简介:


2013年6月博士毕业于北京师范大学,2013年7月至今在北方民族大学工作,现为副教授,主要从事分枝过程、随机微分方程和随机偏微分方程方面的研究工作,近5年在《Annals of Applied Probability》、《Stochastic Processes and their Applications》和《Journal of Differential Equations》等期刊上发表过多篇学术论文,主持或完成国家自然科学基金青年、面上和地区项目。