Siegel der Universität Augsburg

Universität Augsburg
Institut für Mathematik

Siegel der Universität Augsburg

 

Augsburger Mathematisches Kolloquium

 

Professor Dr. Xue-Mei Li
Imperial College London and at Swiss Federal Institute of Technology Lausanne

 
spricht am
 
Mittwoch, 22. Januar 2025
 
um
 
16:00 Uhr
 
im
 
Raum 2004 (L1)
 
über das Thema:
 

»Stochastic Equations with Long range dependence«

Abstract:
In this talk, we explore recent advances in Stochastic Differential Equations (SDEs) and Stochastic Partial Differential Equations (SPDEs) driven by long-range dependent noise. Traditionally, the driving processes in such equations have been modeled using Brownian motion or space-time white noise. However, time-series data and physical considerations increasingly suggest the need to incorporate noise with long-range correlations to accurately model the stochastic evolution of physical phenomena. Significant progress has been made in understanding multi-scale dynamics driven by fractional Brownian motion and Volterra processes, as well as in the study of SPDE fluctuations. These developments offer fresh insights into their dynamical theory and pose intriguing new challenges. Aimed at a general audience, this colloquium will highlight and explain some of these recent advances.

 

Hierzu ergeht herzliche Einladung.
Prof. Dr. Dirk Blömker
 

Kaffee, Tee und Gebäck eine halbe Stunde vor Vortragsbeginn im Raum 2006 (L1).



[Impressum]      [Datenschutz]      wwwadm@math.uni-augsburg.de,     Mo 20-Jan-2025 14:49:05 MEZ