概率统计系列讲座十一：
报告题目：【Intermittency for hyperbolic Anderson models with Gaussian noise——an approach by Malliavin calculus】
时间：2020年10月21日上午 09:00
地点：腾讯会议（会议 ID：511 3889 6273）
主讲：美国田纳西大学，陈夏教授
主办：数学与信息学院
参加对象：统计系老师与学生
报告摘要：Intuitively, inttermittency refers to a state of the system with random noise in which the high peak is rare but real. In mathematics, it can be described in terms of moment asymptotics of the system.
Compared to the parabolic Anderson equation, the inttermittency for hyperbolic Anderson equation is much harder and less investigated due to absence of Feynman-Kac formula that links the parabolic Anderson equation to Brownian motions. In this talk, I will report some recent progress in this direction. In particular, I will show how the large deviation technique is combined with Malliavin calculus to achieve the precise moment asymptotics. This talk starts at the introductory level on the deterministic wave equations.
Part of the talk is based on the collaborating work joint with Balan, R. and Chen, L..
