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SPECIAL JOINT STOCHASTICS/PDE SEMINAR


APPLICATIONS OF THE Lp THEORY OF
STOCHASTIC PARTIAL DIFFERENTIAL EQUATIONS

Nicolai Krylov
University of Minnesota

February 19, JWB 208, 305 p.m.

Abstract

This talk is concerned with the following issues:
  1. ``direct" derivation of filtering equations for partially observable diffusion processes,
  2. simple proof of the result of Mueller on non-explosion of one-dim SPDE with gamma<3/2,
  3. simple proof of the compact support property for one-dim SPDE with gamma<1 (a result of Mueller and Perkins with extension to random variable coefficients),
  4. SPDEs for superdiffusions in higher dimension.