报告人:宋健
报告地点:数学与统计学院二楼会议室
报告时间:2023年12月28日星期四09:45-10:30
邀请人:李勇、冀书关
报告摘要:
Considering the stochastic fractional heat equation driven by Gaussian noise with the covariance function defined by the heat kernel, we establish Feynman-Kac formulae for both Stratonovich and Skorohod solutions, along with their respective moments. One motivation lies in the occurrence of this equation in the study of a random walk in a random environment which is generated by a field of independent random walks staring from a Poisson field. The talk will be based on joint work with Meng Wang and Wangjun Yuan.
主讲人简介:
宋健,山东大学教授,海外高层次人才,2010年博士于美国堪萨斯大学,先后于美国Rutgers大学New Brunswick分校、香港大学工作,2018年任山东大学教授。宋健教授的研究方向为随机偏微分方程、随机矩阵、分数布朗运动、随机分析及其应用(包括随机控制、信息论、数理金融)、统计物理模型等。相关研究成果发表在Annals of Probability,Annals of Applied Probability, Bernoulli, SIAM Journal on Mathematical Analysis 以及Stochastic Processes and Their Applications等概率论与随机分析高水平期刊上。