統計数学セミナー
Seminar on Probability and Statistics
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Seminar on Probability and Statistics
Tuesday April 26 2016
Tokyo 123
13:00-14:20 am


Stochastic heat equation with fractional noise 1


Ciprian Tudor
Université Lille 1

Abstract

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.




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Seminar on Probability and Statistics