國立臺灣大學數學系專題演講
Speaker: Professor Amarjit Budhiraja (UNC, Chapel Hill)
Title: A stochastic differential game for the inhomogeneous
infinity-Laplace equation
Abstract: A two-player zero-sum stochastic differential game (SDG),
defined in terms of an m-dimensional state process that is driven by a
one-dimensional Brownian motion, played until the state exits the
domain, is studied. The players controls enter in a diffusion
coefficient and in an unbounded drift coefficient of the state
process. We show that the game has value, and characterize the value
function as the unique viscosity solution of an inhomogeneous infinity
Laplace equation. Joint work with Rami Atar.
Time:14:10~15:10, May. 17(Mon.), 2010
Place:Room 101, New Mathematics Building, National Taiwan University(臺灣大學新數館101室)