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题目:A Class of SPDE Driven by Fractional Noise

 

报告人:江一鸣 教授(南开大学)

 

时间:2019年5月16日 15:00-16:00

 

地点:西大楼210

 

摘要:In this talk, we mainly consider a class of SPDE with gradient driven by fractional noise. We first recall a few definitions about the fractional noise and their stochastic integrals. Then we study existence, uniqueness, and regularity of mild solutions to these equations on some hypotheses. The main challenges lie in the Holder regularity estimations of the stochastic integral of Green kernels w.r.t. the fractional noise. Part of this work is joint with Prof. Ying hu and Zhongmin Qian

 

邀请人:宋玉林 老师