7 septiembre, 2022

Título: Analysis of stochastic PDEs driven by Brownian motion and L\’evy noise

Ponente: Jiaohui Xu (Universidad de Sevilla)

Organizador: José Valero

Fecha: Miércoles 7 de julio de 2022 a las 12:00 horas.

Lugar: Sala de seminarios CIO

Abstract: This talk is a review of L\’evy process, stochastic integration and existence results for stochastic partial differential equations driven by L\’evy noise. We will introduce basic knowledge of Poisson process, Brownian process and L\’evy process from the physical and mathematical point of view, respectively. Existence and uniqueness results of a weak solution to 2D Navier-Stokes equations are established  as a demonstration of general techniques in this area.