澳门新葡8455最新网站,www.8455.com,新葡京最新官网

当前位置: 澳门新葡8455最新网站 > 学术活动 > 正文
Stochastic Transposition Method and Applications
澳门新葡8455最新网站:2016年04月05日 00:00 点击数:

报告人:张旭

报告地点:澳门新葡8455最新网站615室

报告澳门新葡8455最新网站:2016年04月08日星期五16:00-17:00

邀请人:

报告摘要:

Stimulated by the classical transposition method in PDEs, we introduced a new notion of solution, i.e., transposition solution to backward stochastic evolution equations (BSEEs for short). This is something like the generalized function solutions to PDEs. We obtain the well-posedness of BSEEs in general filtration space, without using the Martingale Representation Theorem. Among others, as an application of our transposition method, we establish a Pontryagin-type maximum principle for optimal controls of general infinite dimensional nonlinear stochastic evolution equations, in which both drift and diffusion terms can contain the control variables, and the control domains are allowed to be nonconvex.

主讲人概况:

张旭,四川大学教授,教育部长江学者特聘教授,国家杰出青年科学基金获得者。曾独立获得国家自然科学二等奖、教育部自然科学一等奖、中国自动化学会“关肇直奖”。曾应邀在国际数学家大会作45分钟学术报告。曾入选第一批国家高层次人才特殊支撑计划(即中组部“万人计划”)科技创新领军人才、教育部“创新团队发展计划”(团队带头人)、中国科新葡京最新官网“百人计划”。担任期刊《Math. Control Relat. Fields》主编。

Copyright ©版权所有:澳门新葡8455最新网站

地址:吉林省长春市人民大街5268号|邮编:130024|电话:0431-85099589|传真:0431-85098237


XML 地图 | Sitemap 地图