Caltech Home > PMA Home > Calendar > Caltech/UCLA/USC Joint Analysis Seminar
open search form
Caltech
The Division of Physics,
Mathematics and Astronomy
open menu close menu
Tuesday, May 30, 2023
2:00 PM - 3:00 PM

Caltech/UCLA/USC Joint Analysis Seminar

Series: Caltech/UCLA/USC Joint Analysis Seminar Series
The Stochastic Heat Equation with multiplicative Lévy noise
Quentin Berger, Laboratoire de Probabilites Statistique et Modelisation, Sorbonne Universite,

UCLA, Math Sciences Bldg., room MS6221

I will introduce the Stochastic Heat Equation with multiplicative noise and I will discuss its well-posedness and some of its properties. This has been well studied when the noise is Gaussian but it is only recently that the case of non-Gaussian (Lévy) noise has been considered.

This is based on joint work with Carsten Chong (Columbia) and Hubert Lacoin (IMPA).

Disclaimer: I come from a probability/statistical mechanics background, but I plan on introducing all objects that are not necessarily familiar to analysts.

Event Sponsors:
For more information, please contact Math Department by phone at 626-395-4335 or by email at [email protected] or visit https://ucla.zoom.us/j/9264073849.