The University of Liverpool
Department of Mathematical Sciences
Division of Statistics and Probability
SEMINAR
Stationary Solutions of SPDEs and Infinite Horizon BDSDEs
Professor Huaizhong Zhao
Wednesday, 10th October, 2pm
The Whittaker Room (211)
Abstract:
In this talk, I will study the existence of stationary solutions for stochastic partial differential equations. We establish a new connection between a class of backward doubly stochastic differential equations (BDSDEs) on infinite horizon and the stationary solutions of the SPDEs. Moreover, we prove the existence and uniqueness of the solutions of BDSDEs on both finite and infinite horizons, so obtain the solutions of initial value problems and the stationary solutions (independent of any initial value) of SPDEs. The connection of the weak solutions of SPDEs and BDSDEs is of independent interest in the areas of both SPDEs and BSDEs
Following the talk, tea and biscuits will be available in Room 304
ALL WELCOME
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Ingrid Harper
Division of Statistics and Probability
Department of Mathematical Sciences
University of Liverpool
Mathematical Sciences Building
Peach Street
Liverpool L69 7ZL
Tel: 0151 794 4751
Fax: 0151 794 4754
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