题目:Comparison Principle of Second Order Path-Dependent Partial Differential Equations
报告人:周建军
时 间:2026年4月8日(周三),19:00-20:00
报告地点:腾讯会议(会议号:846-295-966)
报告摘要:In this talk, we introduce a notion of viscosity solutions for fully nonlinear second order path-dependent partial differential equation. We prove the comparison principle for the viscosity solutions. Applications to path-dependent stochastic optimal controls and stochastic differential games are given.
报告人简介:周建军,西北农林科技大学教授,硕士生导师,主要从事随机路径依赖(时滞)最优控制问题的研究。近年来,在《Annals of Applied Probability》、 《Automatica》、《Journal of Differential Equations》等期刊上发表 SCI 论文多篇。
