Speaker: Junfeng Liu, professor, Nanjing Audit University

Date: December 12, 2023

Time: 15:30-16:30

Location: E119,Huagangyuan Building, Qingdao Campus, Shandong University

Sponsor: Frontiers Science Center for Nonlinear Expectations, Shandong University;Research Centre for Mathematics and Interdisciplinary Sciences Centre, Shandong University; Sino-Russian Mathematics Center in Qingdao

Abstract:

Consider a class of fractional stochastic partial differential equation associated with a nonlocal operator and a fractional noise. We study the lower and upper moment bound of the mild solution and prove that the normalized spatial average of the solution converges in total variance distance to a standard normal distribution. The Malliavin calculus, Feyman-Kac formula and Malliavin-Stein's method play an important role.

For more information, please visit:

https://www.view.sdu.edu.cn/info/1020/186353.htm