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Stochastic Analysis, Stochastic Partial Differential Equations and Applications to Fluid Dynamics and Particle Systems

seminar: On uniqueness for stochastic heat equations with non-Lipschitz coefficients

speaker: Leonid Mytnik (Technion --- Israel Institute of Technology)

abstract: We consider the question of uniqueness of solution to stochastic partial differential equations (SPDEs) with non-Lipschitz coefficients. We focus on the case of a particular parabolic SPDE --- the heat equation perturbed by a multiplicative noise, or the stochastic heat equation. Two important types of uniqueness are discussed: pathwise uniqueness and uniqueness in probability law of the solution.

timetable:
Tue 4 Apr, 18:10 - 18:50, Aula Dini
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