Zhenan Wang : Stochastic De Giogi iteration and regularity of SPDE

Posted by Cheng Ouyang , part of the Statistics and Data Science Seminar.

At

Jan. 14, 2015, 4 p.m.

In

SEO 636

Abstract

We will start on the classical De Giorgi iteration for parabolic PDEs. We will explain how a stochastic version of De Giorgi iteration can be developed and applied to prove H\"older continuity for solution of stochastic partial differential equations with measurable coefficient. We will also introduce fine properties for the solutions obtained by applying the stochastic De Giorgi iterations.