Stochastic Analysis, Stochastic Partial Differential Equations and Applications to Fluid Dynamics and Particle Systems
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On the maximum principle for SPDEs, the continuity of their solutions, and the law of square root for Brownian motion
speaker: Nicolai Krylov (University of Minnesota)abstract: The maximum principle for SPDEs is established in multidimensional $C{1}$ domains. An application is given to proving the Hoelder continuity up to the boundary of solutions of one-dimensional SPDEs. A new law of square root for Brownian motion, discovered in connection with the continuity, plays a crucial role.
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