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The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus
发布时间: 2018-03-20     10:46   【返回上一页】 发布人:浦飞


 

                 北京师范大学数学科学学院

随机中心学术报告

 

  :  The stochastic heat equation: hitting probabilities and the probability density function of the supremum via Malliavin calculus

报告人
浦飞 (Ecole Polytechnique Federale de Lausanne, Switzerland)     

  间:328 16:00-17:00

  点:北京师范大学后主楼12 1223

  要:The main topic of this talk is the study of hitting probabilities for solutions to systems of stochastic heat equations. We establish an optimal lower bound on hitting probabilities in the non-Gaussian case, which is as sharp as that in the Gaussian case. This is achieved by a sharp Gaussian-type upper bound on the two-point probability density function of the solution. Motivated by the study of upper bounds on the hitting probabilities, we establish a smoothness property and a Gaussian-type upper bound for the probability density function of the supremum of the solution over a space-time rectangle touching the t = 0 axis. This talk is based on my Ph.D. thesis (supervisor: Robert C. Dalang).