Wong-Zakai Approximation and Support Theorem for SPDEs with Locally Monotone Coefficients

  • 报告人: 马婷 博士
  • 报告人单位: 中科院数学与系统科学研究院
  • 报告地址: 长江数学中心409报告厅
  • 报告时间: 2017年5月10日 下午4:30—5:30
  • 主题摘要:
We talk about Wong-Zakai approximation results for a class of nonlinear SPDEs with locally monotone coefficients and driven by multiplicative Wiener noise. This model extends the classical monotone one and includes examples like stochastic 2D Navier-Stokes equations and stochastic porous medium equations. For application we describe the the support for solutions, which can be seen as a Strook-Varadhan characterization of the strong maximum principle.