Research-Moments and asymptotics for a class of SPDEs with space-time white noise

Research

Probability & Statistics Seminar

Moments and asymptotics for a class of SPDEs with space-time white noise

Speaker: Yuhui Guo（Shandong University）
Time: Oct 17, 2024, 16:30-17:30
Location: M616, College of Science Building

Abstract

In this talk, we consider a class of stochastic partial differential equations with space-time white noise. The existence and uniqueness of solution in the It\^o-Skorohod sense is obtained under Dalang’s condition. We obtain explicit formulas for both the second moment and the second moment Lyapunov exponent. We derive the p-th moment upper bounds and find the matching lower bounds. This is a joint work with Le Chen and Jian Song.