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Seminar on Probability and Statistics
Seminar information archive ～05/21｜Next seminar｜Future seminars 05/22～
| Organizer(s) | Nakahiro Yoshida, Hiroki Masuda, Teppei Ogihara, Yuta Koike |
|---|
2017/04/20
15:00- Room #117 (Graduate School of Math. Sci. Bldg.)
David Nualart (Kansas University) -
Central limit theorem for symmetric integrals
David Nualart (Kansas University) -
Stochastic heat equation with rough multiplicative noise
David Nualart (Kansas University) -
Central limit theorem for symmetric integrals
David Nualart (Kansas University) -
Stochastic heat equation with rough multiplicative noise
[ Abstract ]
The aim of this talk is to present some results on the existence and uniqueness of a solution for the one-dimensional heat equation driven by a Gaussian noise which is white in time and it has the covariance of a fractional Brownian motion with Hurst parameter less than 1/2 in the space variable. In the linear case we establish a Feynman-Kac formula for the moments of the solution and discuss intermittency properties.
The aim of this talk is to present some results on the existence and uniqueness of a solution for the one-dimensional heat equation driven by a Gaussian noise which is white in time and it has the covariance of a fractional Brownian motion with Hurst parameter less than 1/2 in the space variable. In the linear case we establish a Feynman-Kac formula for the moments of the solution and discuss intermittency properties.
