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Conference Paper: Temporal asymptotics for a fractional parabolic Anderson model
Title | Temporal asymptotics for a fractional parabolic Anderson model |
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Authors | |
Issue Date | 2017 |
Publisher | Purdue University. |
Citation | Purdue University ProbabilitySeminar, Spring 2017, West Lafayette, IN, USA, 28 March 2017 How to Cite? |
Abstract | In this talk, some of recent developments on the parabolic Anderson model, which is described by a class of linear stochastic partial differential equations (SPDEs) with multiplicative Gaussian noise, will be reviewed. Then we consider fractional parabolic equation of the form
∂u
∂t =−(−Δ)α/2u+u ˙ W(t,x) ∂u∂t=−(−Δ)α/2u+uW˙(t,x) , where −(−Δ)α/2 −(−Δ)α/2 with α∈(0,2] α∈(0,2]
is a fractional Laplacian and ˙W is a Gaussian noise colored in space and time. The precise moment Lyapunov exponents of the Stratonovich solution and the Skorohod solution are obtained. The result is based on the work joint with X. Chen, Y. Hu and X. Song. |
Persistent Identifier | http://hdl.handle.net/10722/252382 |
DC Field | Value | Language |
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dc.contributor.author | Song, J | - |
dc.date.accessioned | 2018-04-19T06:46:13Z | - |
dc.date.available | 2018-04-19T06:46:13Z | - |
dc.date.issued | 2017 | - |
dc.identifier.citation | Purdue University ProbabilitySeminar, Spring 2017, West Lafayette, IN, USA, 28 March 2017 | - |
dc.identifier.uri | http://hdl.handle.net/10722/252382 | - |
dc.description.abstract | In this talk, some of recent developments on the parabolic Anderson model, which is described by a class of linear stochastic partial differential equations (SPDEs) with multiplicative Gaussian noise, will be reviewed. Then we consider fractional parabolic equation of the form ∂u ∂t =−(−Δ)α/2u+u ˙ W(t,x) ∂u∂t=−(−Δ)α/2u+uW˙(t,x) , where −(−Δ)α/2 −(−Δ)α/2 with α∈(0,2] α∈(0,2] is a fractional Laplacian and ˙W is a Gaussian noise colored in space and time. The precise moment Lyapunov exponents of the Stratonovich solution and the Skorohod solution are obtained. The result is based on the work joint with X. Chen, Y. Hu and X. Song. | - |
dc.language | eng | - |
dc.publisher | Purdue University. | - |
dc.relation.ispartof | Purdue University Probability Seminar, Spring 2017 | - |
dc.title | Temporal asymptotics for a fractional parabolic Anderson model | - |
dc.type | Conference_Paper | - |
dc.identifier.email | Song, J: txjsong@hku.hk | - |
dc.identifier.authority | Song, J=rp01700 | - |
dc.identifier.hkuros | 282692 | - |
dc.publisher.place | United States | - |