报告题目：Cauchy Problem of Stochastic Kinetic Equations

报告人：张希承 (武汉大学)

报告时间：2022年7月30日(星期日一)14:30-16:30

报告地点：综合楼644室

报告摘要：In this paper we establish the optimal regularity estimates for the Cauchy problem of stochastic kinetic equations with random coefficients in anisotropic Besov spaces. As applications, we study the nonlinear filtering problem for a degenerate diffusion process, and obtain the existence and regularity of conditional probability densities under few assumptions. Moreover, we also show the well-posedness for a class of super-linear growth stochastic kinetic equations driven by velocity-time white noises, as well as a kinetic version of Parabolic Anderson Model with measure as initial values.

报告人简介：张希承，武汉大学数学与统计学院教授，博士生导师。2001.09-2002.09，葡萄牙里斯本大学博士后，其中于2002年2月受法国科学院院士Malliavin邀请访问巴黎六大。2004.02-2004.08，法国La Rochelle大学博士后。2006.02-2007.06，德国洪堡奖学金资助于德国Bielefeld大学从事随机分析研究。2007.06-2009.06，澳大利亚新南威尔士大学博士后。先后主持国家自然科学基金项目4项，2010年、2013年、2016年获得国家级人才项目。迄今，他已在概率和方程方向的顶级刊物Annals of Probability，Probability Theory and Related Fields，Stochastic Processes and their Applications，Journal of Functional Analysis，Journal of Differential Equation，Potential Analysis，Annals of Applied Probability，Communications in Mathematical Physics等期刊上发表论文一百多余篇，研究深度和广度在获得国内外广泛的认可。