报告时间：7月10日下午4：00-5：00

报告地点：数学楼 631

报告题目: Nonlinear Feynman-Kac formulae for SPDEs with space-time noise

报告人：Xiaoming Song  Drexel University

主  办：数学学院

Abstract: We study a class of backward doubly stochastic differential equations (BDSDEs) involving martingales with spatial parameters, and show that they provide probabilistic interpretations (Feynman-Kac formulae) for certain semilinear stochastic partial differential equations (SPDEs) with space-time noise. As an application of the Feynman-Kac formulae, random periodic solutions and stationary solutions to certain SPDEs are obtained.