統計数学セミナー

過去の記録 ~03/27次回の予定今後の予定 03/28~

担当者 吉田朋広、荻原哲平、小池祐太
セミナーURL http://www.sigmath.es.osaka-u.ac.jp/~kamatani/statseminar/
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
[ 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.