澳门新葡新京

Singular HJB equations with applications to KPZ on the real line

时间:2020.12.27 15:40-16:40

地点:腾讯会议 177 249 810

主讲人:张希承

主讲人简介:

张希承,武汉大学数学与统计学院教授,博士生导师。2010年入选教育部“新世纪优秀人才支持计划,先后主持国家自然科学基金项目4项,2013年获国家自然科学基金杰出青年项目。迄今,他已在概率和方程方向的顶级刊物上发表论文一百多余篇,研究深度和广度在获得国内外一定的认可。

内容摘要:

In this talk I will report a joint work with Rongchan Zhu and Xiangchan Zhu about singular HJB equations. In this work we study 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-Perkowskii. 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.

主持人:张振中

申办单位:澳门新葡新京

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