BEGIN:VCALENDAR
VERSION:2.0
PRODID:-//talks.cam.ac.uk//v3//EN
BEGIN:VTIMEZONE
TZID:Europe/London
BEGIN:DAYLIGHT
TZOFFSETFROM:+0000
TZOFFSETTO:+0100
TZNAME:BST
DTSTART:19700329T010000
RRULE:FREQ=YEARLY;BYMONTH=3;BYDAY=-1SU
END:DAYLIGHT
BEGIN:STANDARD
TZOFFSETFROM:+0100
TZOFFSETTO:+0000
TZNAME:GMT
DTSTART:19701025T020000
RRULE:FREQ=YEARLY;BYMONTH=10;BYDAY=-1SU
END:STANDARD
END:VTIMEZONE
BEGIN:VEVENT
CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:Kalman-Bucy filter and SPDEs with growing lower-or
der coefficients in W1p spaces without weights. -
Krylov\, N (University of Minnesota)
DTSTART;TZID=Europe/London:20100614T095000
DTEND;TZID=Europe/London:20100614T104000
UID:TALK25297AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/25297
DESCRIPTION:We consider divergence form uniformly parabolic SP
DEs with VMO bounded leading coefficients\, bounde
d coefficients in the stochastic part\, and possib
ly growing lower-order coefficients in the determi
nistic part. We look for solutions which are summa
ble to the p-th power\, p=2\, with respect to the
usual Lebesgue measure along with their first-orde
r derivatives with respect to the spatial variable
. Our methods allow us to include Zakai's equation
for the Kalman-Bucy filter into the general filte
ring theory.
LOCATION:Seminar Room 1\, Newton Institute
CONTACT:Mustapha Amrani
END:VEVENT
END:VCALENDAR