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
14:30-15:50 am


Stochastic heat equation with fractional noise 2


Ciprian Tudor
Université Lille 1

Abstract

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




Previous Seminar : Next Seminar
Seminar on Probability and Statistics