勷勤数学•专家报告

题      目：Singular backward stochastic Volterra integral equations in infinite dimensional spaces

报  告  人：王天啸  教授  (邀请人：杨舟)

                                  四川大学

时      间：11月10日  14：30-15：30

地     点：数科院西楼二楼会议室

报告人简介:

       王天啸，四川大学(正高)研究员，博士生导师，入选国家级青年人才计划。主要从事随机最优控制理论等方面研究，相关成果发表在《J. Math. Pure. Appl.》， 《SIAM J. Control  Optim.》（控制论顶刊）等期刊，被4位院士，5位国际数学家大会（ICM）45分钟报告人，6位期刊主编引用并予以好评，主持3项国家自然科学基金项目，参与1项自然科学基金重点项目，现任SCI期刊《Adv. Cont. Disc. Model》，《Math. Control Related Fields》编委。

摘      要：

       In this lecture, the notion of singular backward stochastic Volterra integral equations (singular BSVIEs for short) in infinite dimensional space is introduced. A class of singularity conditions are proposed to cover that of fractional kernel, Volterra Heston model kernel, completely monotone kernels, to mention a few. Motivated by mathematical physics problem such as the viscoelasticity/thermoviscoelasticity of materials, heat conduction in materials with memory, optimal control problems of abstract stochastic Volterra integral equations (including fractional stochastic evolution equations and stochastic evolutionary integral equations) are presented. At last, maximum principle of controlled stochastic delay evolution equations are discussed by BSVIEs.

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