Seminar on Probability and Statistics

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Organizer(s) Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike

2016/04/26

14:30-15:50   Room #123 (Graduate School of Math. Sci. Bldg.)
Ciprian Tudor (Université de Lille 1)
Stochastic heat equation with fractional noise 2
[ Abstract ]
We will present recent result concerning the heat equation driven by q Gaussian noise which behaves as a fractional Brownian motion in time and has a correlated spatial structure. We give the basic results concerning the existence and the properties of the solution. We will also focus on the distribution of this Gaussian process and its connection with other fractional-type processes.