应用数学所
学术报告


浏览次数:

 
Speaker:

Prof. Zhang Xicheng,Wuhan University

Inviter: 李向东 研究员
Title:
Superposition principle for non-local Fokker-Planck-Kolmogorov operators
Time & Venue:

2021.2.3 15:00 腾讯会议号:127 147 544

Abstract:

We prove the superposition principle for probability measure-valued solutions to non-local Fokker-Planck-Kolmogorov equations, which in turn yields the equivalence between martingale problems for SDEs with jumps and such non-local PDEs with rough coefficients. As an application, we obtain a probabilistic representation for weak solutions of fractional porous media equations (This is a joint work with Michael Rockner and Longjie Xie).

Affiliation:  

学术报告中国科学院数学与系统科学研究院应用数学研究所
地址 北京市海淀区中关村东路55号 思源楼6-7层 南楼5-6、8层 100190
?2000-2013 京ICP备05058656号