概率论系列报告（讨论班）—ON PENALIZATION OF REFLECTED SDES AND THE APPLICATIONS
主 题: 概率论系列报告（讨论班）—ON PENALIZATION OF REFLECTED SDES AND THE APPLICATIONS
In this talk, we will discuss the penalization approximation scheme for stochastic differential equations with normal and oblique reflections in domains and obtain convergence results in the strong sense. We also consider partial differential equations with boundary conditions and discuss the viscosity solutions and distribution solutions.
报告人: 巫静 副教授 (中山大学)
时 间: 2017-06-05 15:00-16:00
地 点: 理科1号楼1303