Probability Seminar: On the Spatial Dynamics of the Soloution to the Stochastic Heat Equation

Probability Seminar: On the Spatial Dynamics of the Soloution to the Stochastic Heat Equation

Probability Seminar
Oct 23, 2013, 03:00 PM - 04:00 PM | 332 Evans Hall | Happening As Scheduled
Sigurd Assing, University of Warwick
When modelling complex phenomena by random fields u(x,t) depending on a space parameter x and time t it is often useful to describe the dynamical behaviour of these fields by stochastic partial differential equations (SPDE). If a random field u(x,t) is a solution of an SPDE then it is usually understood as a Markov process u(.,t),t>=0, taking values in a function space. Unfortunately this wipes...