Professor Yaozhong Hu: Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

Professor Yaozhong Hu (University of Kansas) holder et seminar med tittelen: Stochastic heat equations with general multiplicative Gaussian noises: Hölder continuity and intermittency

Abstract:

This talk will concern with stochastic heat equations with general multiplicative noises:

where W is a mean zero Gaussian noise and uW can be interpreted both in the sense of Skorohod and Stratonovich. The existence and uniqueness of the solution are studied for noises with general time and spatial covariance structure. Feynman-Kac formulas for the solutions and for the moments of the solutions are obtained under  general and different conditions. These formulas are applied to obtain the Hölder continuity of the solutions. They are also applied to obtain the intermittency bounds for the moments of the solutions.

 

 

Published Jan. 30, 2014 3:52 PM