Introduction to Martingale Problems
許柏翰先生Department of Mathematics, Louisiana State University 上午 10:00–12:00 Tòa nhà Hồng Kinh 107 室Abstract:
The concept of a martingale problem due to Stroock and Varadhan will be introduced in finite and infinite dimensions. After discussing the functional analytic setup of stochastic Navier-Stokes equations (SNSEs), the martingale problem posed by SNSEs will be studied.