武汉大学张希承教授学术报告 10月7日上午

发布者:蔡虹发布时间:2020-09-30浏览次数:263

概率统计系列讲座八:


报告题目:【Singular HJB Equations with Applications to KPZ on the Real Line】

时间:2020年10月7日 (星期三) 上午09:00

地点:腾讯会议(会议ID:511 3889 6273)

主讲:武汉大学教授,张希承

主办:公海欢迎来到赌船

参加对象:统计系老师与学生


报告摘要:I will talk about the Hamilton-Jacobi Bellman  equations with distribution valued coefficients, which is not well defined in the classical sense  and shall be understood by using paracontrolled distribution method introduced by Gubinelli-Imkeller-Perkowski.  By a new characterization of weighted H\older space and  Zvonkin's transformation we prove some new a priori estimates, and therefore, establish the global well posedness for singular HJB equations. 

As an application, the global well posedness for KPZ equations on the real line in polynomial weighted H\older spaces is obtained without using Cole Hopf's transformation. (This is a joint work with Rongchan Zhu and Xiangchan Zhu).