BSDE and SPDE with Holder continuous coefficient and applications
主 题: BSDE and SPDE with Holder continuous coefficient and applications
报告人: 熊杰 教授 （University of Macau and University of Tennessee）
时 间: 2013-06-24 16:00-17:00
地 点: 理科一号楼 1479
The connection between BDSDE and SPDE developed by Pardoux and Peng is extended to equation with Holder continuous coefficients. As an application, uniqueness of solutions for some SPDEs will be achieved.
