Text only print
Full screen print
Seminar on Probability and Statistics
Seminar information archive ～11/24｜Next seminar｜Future seminars 11/25～
| Organizer(s) | Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike |
|---|
2016/04/26
13:00-14:20 Room #123 (Graduate School of Math. Sci. Bldg.)
Ciprian Tudor (Université de Lille 1)
Stochastic heat equation with fractional noise 1
Ciprian Tudor (Université de Lille 1)
Stochastic heat equation with fractional noise 1
[ Abstract ]
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.
