Aug 28 – 31, 2018
Angers - France
Europe/Paris timezone

Mass-Conserving Stochastic Partial Differential Equations and Related Backward Doubly Stochastic Differential Equations

Aug 30, 2018, 9:50 AM
30m
Angers - France

Angers - France

Speaker

Prof. Qi Zhang (Fudan University)

Description

In this talk, i will introduce a type of mass-conserving stochastic partial differential equations which can be connected with a type of mass-conserving backward doubly stochastic differential equations. The Poincare’s inequality is used in the estimates to relax the monotonic condition of backward doubly stochastic differential equations.

Primary author

Prof. Qi Zhang (Fudan University)

Co-author

Prof. Huaizhong Zhao (Loughborough University)

Presentation materials

There are no materials yet.