主 题: Feynman-Kac formula
报告人: 宋健 博士 (Rutgers University, 数学系)
时 间: 2012-05-14 16:00-17:00
地 点: 理科一号楼1303
In this talk, I will review the classical Feynman-Kac formula
for partial differential equations (PDEs), and explain the Feynman-Kac
formulas we have obtained for stochastic partial differential equations
(SPDEs).