Past Talks・Fall 2015
201509/25Fri Talk

Some results on multivalued stochastic differential equations

任佳剛 教授廣州中山大學 上午 9:30–11:00 Hongjing Hall 107 室
In this talk we present a few results in two directions. On the one hand, we obtain a maximum principle for second order elliptic and parabolic equations with unbounded operator via the support theorem for multivalued SDEs; on the other hand in the opposite direction we characterize the infinitesimal generator of the solutions of multivalued SDEs by using elliptic equations with unbounded operator.