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.