Spatial asymptotics for the Feynman-Kac formulas driven by time-dependent and space-fractional rough Gaussian fields with the measure-valued initial data
报告人:吕阳阳
报告地点:腾讯会议
报告时间:2020年12月02日星期三08:30-09:30
邀请人:杨青山
报告摘要:
We consider the continuous parabolic Anderson model with the Gaussian fields under the measure-valued initial conditions, the covariances of which are nonhomogeneous in time and fractional rough in space. We mainly study the spatial behaviors for the Feynman-Kac formulas in Stratonovich's sense. Benefited from the application of Feynman-Kac formula based on Brownian bridge, the precise spatial asymptotics can be obtained in the broader conditions than before.
会议ID:649 654 278
主讲人简介:
吕阳阳,讲师,2020年毕业于吉林大学数学学院概率论与数理统计专业,获理学博士学位。主要从事随机偏微分方程、随机过程、随机分析、大偏差极限理论等方面研究。多篇论文发表在国际知名概率杂志。