报告题目：Semilinear rough PDEs with discontinuous Young drivers
报告人：Yuchen Sun（Humboldt University of Berlin and Technische Universität Berlin, Germany）
报告时间： 2025年11月17日15：00-16：00
报告地点：zoom Meeting ID: 886 248 2666 Passcode: 4J727K
校内联系人：张赫 [email protected]
报告摘要: We are interested in rough PDEs of the form
\begin{align*}
\frac{\partial u}{\partial t} + \frac{1}{2}\mathrm{Tr}(\sigma \sigma^T\nabla_x^2u)+b(t,x)\cdot \nabla_xu + f(t,x,u,\sigma^T\nabla_x u)+h(s,x,u)\diamond dW = 0,
\end{align*}
where $W$ is a deterministic c{\`a}gl{\`a}d rough path of finite $q$-variation with $q \in [1, 2)$ and jumps are integrated in the Marcus sense.
Building on the recently developed theory of rough BSDEs with discontinuous Young drivers (see //doi.org/10.48550/arXiv.2505.20437 )
we give a rigorous meaning to this equation by characterizing it as the unique limit of smooth approximations in a suitable Skorokhod topology.
(Joint work with Peter Friz and Dirk Becherer)
报告人简介：Yuchen Sun contributes to research projects at Humboldt University of Berlin and Technische Universität Berlin under the supervision of Dirk Becherer and Peter Friz. His research focuses on rough analysis, in particular its interplay with BSDEs and SPDEs.
