报告人：胡耀忠教授 (美国堪萨斯大学, 国际数理统计学会会士（IMS Fellow）)

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

报告摘要：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 with Hurst 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.

报告时间：2017年7月5日(星期三)上午11:00-12:00

报告地点: 科技楼南楼702室