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統計数学セミナー
過去の記録 ～05/02｜次回の予定｜今後の予定 05/03～
| 担当者 | 吉田朋広、増田弘毅、荻原哲平、小池祐太 |
|---|---|
| 目的 | 確率統計学およびその関連領域に関する研究発表, 研究紹介を行う. |
2016年04月26日(火)
13:00-14:20 数理科学研究科棟(駒場) 123号室
Ciprian Tudor 氏 (Université de Lille 1)
Stochastic heat equation with fractional noise 1
Ciprian Tudor 氏 (Université de Lille 1)
Stochastic heat equation with fractional noise 1
[ 講演概要 ]
In the first part, we introduce the bifractional Brownian motion, which is a Gaussian process that generalizes the well- known fractional Brownian motion. We present the basic properties of this process and we also present its connection with the mild solution to the heat equation driven by a Gaussian noise that behaves as the Brownian motion in time.
In the first part, we introduce the bifractional Brownian motion, which is a Gaussian process that generalizes the well- known fractional Brownian motion. We present the basic properties of this process and we also present its connection with the mild solution to the heat equation driven by a Gaussian noise that behaves as the Brownian motion in time.
