Lecture on "Analysis of Gaussian Random Fields and SPDEs (VI)"

March 12, 2023

Speaker: Xiao Yimin, Foundation Professor, Michigan State University

Date: March 12, 2023

Time: 9:00-11:30

Location: Tencent Meeting: 988-297-895

Sponsor: Research Center for Mathematics and Interdisciplinary Sciences

Research Center for Nonlinear Expectation

Abstract:

This mini-course consists of nine two-hour lectures covering the following topics: 1. an introduction on random fields; 2. general results on regularity of Gaussian random fields; 3. exact results on regularity of Gaussian random fields; 4. properties of strong local nondeterminism; 5. fractal properties of random fields; 6. local times of Gaussian random fields; 7. hitting probabilities, polarity, and self-intersections; 8. properties of linear stochastic heat and wave equations; 9. properties of nonlinear stochastic heat equation.

For more information, please visit:

https://www.view.sdu.edu.cn/info/1020/176403.htm