报 告 人：David Siska
报告题目：Stretching the Monotonicity 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
主办单位：数学与统计学院、科技处
报告摘要：
Nonlinear Stochastic PDEs with monotonicity assumption have been extensively studied since the seminal results of Pardoux(1975) and Krylov and Rozovskii (1981). In this talk we look at how the standard assumptions have been recently weakened in two directions.
First we extend the local monotonicity setting devised by Liu and Röckner (2010) to allow equations with derivatives under the noise term. The second direction considers equations driven by sums of operators with non-compatible integrability assumptions.
报告人简介：
Dr. David Siska is currently a lecturer in mathematics at the University of Edinburgh. He has studied mathematics at Imperial College London and University of Edinburgh, where he obtained his PhD in 2007. Since then he has worked as Quantitative Analyst in the Fixed Income department of the BNP Paribas Investment Bank in London, as a postdoctoral researched in Bielefeld University focusing on nonlinear PDEs of second order in time and as a lecturer at the University of Liverpool. His current research interests include stochastic PDEs and questions of regularity of their solutions, convergence of numerical methods, stochastic control theory and applications of these in physics, engineering, finance and data science.
