Statistics and Data Science Seminar
Zhenan Wang
Northwestern University
Stochastic De Giogi iteration and regularity of SPDE
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.
Wednesday January 14, 2015 at 4:00 PM in SEO 636