Research Seminar in Probability

主講者: 須上苑博士(中研院數學所)
講題: On the stochastic heat equations
時間: 2012-02-06 (Mon.)  14:10 -
地點: 數學所 722 研討室 (台大院區)
Abstract: There are two common approaches in stochastic partial differential equations (SPDE). One is to think of SPDE as a stochastic differential equation with values in a Hilbert space, the other one introduced by J. Walsh in 1986 is more probabilistic. Nowadays SPDE is the most important topic in probability. We consider the following stochastic heat equation: u_t=ku_xx+sigma(u)F, where sigma is globally Lipschitz continuous and F is a Gaussian noise. In this talk, we will discuss the moment estimations, mathematical intermittency and how do initial data, k and F effect the fluctuations. This is joint work with Daniel Conus, Matthew Joseph and Davar Khoshnevisan.
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