Yaozhong Hu：Feynman-Kac formula for the stochastic heat equation driven by fractional noise in time with H<1/2.

时间：2017年6月27日13:30-14:30
地点：统计楼105
报告人: Professor Yaozhong Hu, University of Kansas, USA
题目：Feynman-Kac formula for the stochastic heat equation driven by fractional noise in time with H<1/2. 
摘要：In this talk I will present some results on one-dimensional stochastic heat equation driven by a Gaussian noise which is, with respect to time, a fractional Brownian motion withHurst parameter H<1/2. In particular I will focus on Feynman-Kac representation of the solution and
both lower and upper bounds for the L^p moments of the solution.This is a recent joint work with Le Chen, David Nualart, and Kamran Kalbasi.