报 告 人：David Siska 博士（University of Edinburgh）
报告题目：Stretching theMonotonicity Assumptions for Nonlinear Stochastic PDEsv
Nonlinear StochasticPDEs with monotonicity assumption have been extensively studied since theseminal results of Pardoux (1975) and Krylov and Rozovskii (1981). Inthis talk we look at how the standard assumptions have been recently weakenedin two directions.
First we extend thelocal monotonicity setting devised by Liu and Röckner (2010) to allow equationswith derivatives under the noise term. The second direction considers equationsdriven by sums of operators with non-compatible integrability assumptions.
Dr. David Siska is currently a lecturerin mathematics at the University of Edinburgh. He has studied mathematics atImperial College London and University of Edinburgh, where he obtained his PhDin 2007. Since then he has worked as Quantitative Analyst in the Fixed Incomedepartment of the BNP Paribas Investment Bank in London, as a postdoctoralresearched in Bielefeld University focusing on nonlinear PDEs of second orderin time and as a lecturer at the University of Liverpool. His current researchinterests include stochastic PDEs and questions of regularity of theirsolutions, convergence of numerical methods, stochastic control theory andapplications of these in physics, engineering, finance and data science.