Seminar - Temporal Asymptotics for Fractional Parabolic Anderson Model

Topic: 
Temporal Asymptotics for Fractional Parabolic Anderson Model
Date & Time: 
Thursday, May 5, 2016 - 15:00 to 16:15
Speaker: 
Jian Song, The University of Hong Kong
Location: 
Room 264, Geography Building, 3663 Zhongshan Road North, Shanghai

The seminar is sponsored by NYU-ECNU Institute of Mathematical Sciences at NYU Shanghai.
 

Abstract:

In this paper, we consider fractional parabolic Anderson model which is a fractional stochastic heat equation with multiplicative Gaussian noise. The precise moment Lyapunov exponents for the Stratonovich solution and the Skorohod solution are obtained by using a variational inequality and a Feynman-Kac type large deviation result for space-time Hamiltonians driven by $\alpha$-stable process. This is joint work with X. Chen, Y. Hu and X. Song. 

Biography:

Professor Jian Song is an Assistant Professor at Department of Mathematics and Department of Statistics & Actuarial Science at the University of Hong Kong. He obtained his PhD in Mathematics at the University of Kansas in 2010, and was a visiting assistant professor at Rutgers University from 2010-2012. His research interests include Stochastic Analysis, Stochastic Partial Differential Equations, Fractional Brownian Motion and Malliavin Calculus. 

Location & Details: 

Transportation Tips:

  • Taxi card
  • Metro:  Jinshajiang Road Station, Metro Lines 3/4/13 
  • Shuttle bus:
    From NYU Shanghai Pudong Campus, Click here
    From ECNU Minhang Campus, Click here