数学与统计学院学术活动信息:University of Edinburgh David Siska博士学术报告

发布时间:2017-02-15浏览次数:191


报  告  人:David Siska 博士(University of Edinburgh)

报告题目:Stretching theMonotonicity Assumptions for Nonlinear Stochastic PDEsv

报告时间:2017年2月21日(周二)下午3:00

报告地点:静远楼1506学术报告厅

报告摘要:

Nonlinear StochasticPDEs with monotonicity assumption have been extensively studied since theseminal results of Pardoux  (1975) and Krylov and Rozovskii (1981). Inthis talk we look at how the standard assumptions have been recently weakenedin two directions.  

First we extend thelocal monotonicity setting devised by Liu and Röckner (2010) to allow equationswith derivatives under the noise term. The second direction considers equationsdriven by sums of operators with non-compatible integrability assumptions.

报告人简介:

Dr. David Siska is currently a lecturerin mathematics at the University of Edinburgh. He has studied mathematics atImperial College London and University of Edinburgh, where he obtained his PhDin 2007. Since then he has worked as Quantitative Analyst in the Fixed Incomedepartment of the BNP Paribas Investment Bank in London, as a postdoctoralresearched in Bielefeld University focusing on nonlinear PDEs of second orderin time and as a lecturer at the University of Liverpool. His current researchinterests include stochastic PDEs and questions of regularity of theirsolutions, convergence of numerical methods, stochastic control theory andapplications of these in physics, engineering, finance and data science.