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統計数学セミナー
過去の記録 ～04/23｜次回の予定｜今後の予定 04/24～
| 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)
14:30-15:50 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 2
Ciprian Tudor 氏 (Université de Lille 1)
Stochastic heat equation with fractional noise 2
[ 講演概要 ]
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.
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.
