带有临界奇异系数的随机微分方程

2024.05.28

投稿:龚惠英部门:理学院浏览次数:

活动信息

报告题目 (Title):On stochastic differential equations with critically irregular drift coefficients(带有临界奇异系数的随机微分方程)

报告人 (Speaker):吴奖伦(北京师范大学-香港浸会大学联合国际学院)

报告时间 (Time):2024年6月3日(周一) 10:00-11:00

报告地点 (Place):腾讯会议:455-257-128,密码:123456

邀请人(Inviter):阳芬芬

主办部门:理学院数学系

报告摘要: This talk is concerned with stochastic differential equations (SDEs for short) with irregular coefficients. By utilizing a functional analytic approximation approach, we establish the existence and uniqueness of strong solutions to a class of SDEs with critically irregular drift coefficients in a new critical Lebesgue space, where the element may be only weakly integrable in time. Based on joint work with Jinlong Wei and Guangying Lv, Journal of Differential Equations, vol. 371 (2023), 1-30.