报告题目：Uniqueness problems for some measure-valued processes

报告人：   Professor Jie Xiong    University of Macau

报告地点：12月1日10：00   管理科研楼1518

摘        要:  A stochastic partial differential equation (SPDE) is derived for the super Brownian motion regarded as a distribution function valued process. The strong uniqueness for the solution to this SPDE is obtained by a connection between SPDEs and backward doubly stochastic differential equations. Similar results are also proved for the Fleming-Viot process.

主办单位：365英国上市官网     中科院吴文俊数学重点实验室 

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