Nonlinear degenerate parabolic stochastic partial<br/><br/>differential equations<br/><br/>with multiplicative noise dependence

Monday, January 14, 2013 - 9:00am - 9:50am
Keller 3-180
Panagiotis Souganidis (University of Chicago)
In this lecture I will present a general overview as well as recent results
about stochastic viscosity solutions for nonlinear degenerate
parabolic stochastic partial differential equations
with multiplicative noise dependence. Special case of the theory are
stochastic Hamiton-Jacobi equations and
conservation laws.