苏州大学数学与交叉科学研究中心学术报告

 

报考题目：
Lp theory for linear backward stochastic partial differential equations with VMO coefficients

报告时间：2014年3月26日（四）下午3:30-4:30

报告地点：览秀楼105学术报告厅

报告人（简介）：
张伏，复旦大学博士、博士后，师从数学金融研究所汤善健教授。
主要研究方向：倒向随机偏微分方程，随机控制

Abstract

Backward SPDEs arise in many applications of probability theory and stochastic processes. The lack of the solution‘s regularity brings huge difficulty to study the property of the BSPDE. We study the $L^p$ theory of the solution to the BSPDE with measurable coefficients. The dual method, by which Du, Qiu, and Tang [2012, AMO] study the L^p theory in the case that the coefficients of the equation are Lipschitz continuous, could not be applied here. We use the Green function representation of the linear BSPDE and the technique of sharp function, to study the BSPDE directly, obtain a partial L^{p}(pgeq2) estimate in the VMO coefficients case.