题 目：Nonlinear Feynman-Kac formula for SPDEs with space-time noise

报告人：张奇 教授（复旦大学）

摘 要 ：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 formula) for certain semilinear stochastic partial differential equations (SPDEs) with space-time noise. As an application of the Feynman-Kac formula, random periodic solutions and stationary solutions to SPDEs are obtained. This is a joint work with Jian Song and Xiaoming Song.

时 间：6月6日 上午10：00-11:00

地 点：西大楼108

邀请人：宋玉林 老师