PIMS-SFU Applied & Computational Math Seminar: Jinniao Qiu

  • Date: 03/20/2019
  • Time: 14:30
Professor Jinniao Qiu, University of Calgary

Simon Fraser University


An introduction to stochastic (parabolic) PDEs and their applications


The talk will be devoted to a simple introduction to stochastic PDEs (SPDEs) driven by Wiener processes, including both forward and backward (in time) cases. Some motivations, as well as the duality relationship between forward and backward SPDEs, will be presented.  Applications will also be discussed. Especially, the stochastic Hamilton-Jacobi-Bellman equations arising from the stochastic control(variation) problems would also be introduced if time allows.

Other Information: 

Wednesday, March 20, 2019

Room: B9242

2:30 pm