12-10天元基金几何与随机分析及其应用交叉讲座之三十三【孙晓斌】

发布者:系统管理员发布时间:2016-12-05浏览次数:7

报告人:孙晓斌 博士,江苏师范大学 

报告题目:Smoothness of the joint density for spatially homogeneous SPDEs

时间:12月10号(周六),上午10:00-11:00

地点:管研楼1518

摘要:This talk considers a general class of second order stochastic partial differential equations on R^d driven by a Gaussian noise which is white in time and has a homogeneous spatial covariance. Using the techniques of Malliavin calculus to derive the smoothness of the density of the solution at a fixed number of points  (t,x_1), ..., (t,x_n), t>0, with some suitable regularity and non degeneracy assumptions. The strictly positivity of this density is also studied.