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【理学院讲坛】Alberta大学胡耀忠教授讲座
发布时间:2019-12-12【告诉好友】 【关闭窗口】

  题目:On the necessary and sufficient conditions to solve a heat equation with general Additive Gaussian noise

  时间:2019年1216午1000-12:00

  地点:理学院数学与统计楼 213

  主讲Alberta大学胡耀忠(Yaozhong Hu)教授

  摘要:Consider stochastic heat equation with general additive Gaussian noise: , where is a general Gaussian noise.

  Our aim is to derive some necessary and sufficient conditions on the covariance structure of the Gaussian noise in order to solve the corresponding heat equation. We investigate this problem invoking two different methods, respectively based on variance computations and on path-wise considerations in Besov spaces. We are going to see that, as anticipated, both approaches lead to the same necessary and sufficient condition on the noise. In addition, the path-wise approach brings out regularity results for the solution.

  欢迎全校师生参加!

  报告人简介:

  胡耀忠加拿大Alberta大学Centennial Professor。长期从事随机分析、随机微分方程、金融数学的研究,在《Annals of Probability》、《Annals of Applied Probability》、《Probability Theory and Related Fields》、《Journal of Theoretical Probability》、《Stochastic Processes and their Applications》以及《SIAM Journal of Control and Optimization》等国际顶尖杂志发表学术论文100余篇。2015年,由于他在随机积分和随机偏微分方程方面的重要工作,由于他在随机积分和随机偏微分方程方面的重要工作,当选为Fellow of Institute of Mathematical Statistics。

      
      
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