21 septembre 2018
L'Hermitage Gantois - Lille
Fuseau horaire Europe/Paris

Session

Meryem Slaoui : On the linear stochastic heat equation with Hermite noise

21 sept. 2018, 10:15
L'Hermitage Gantois - Lille

L'Hermitage Gantois - Lille

Description

We analyze the solution to the linear stochastic heat equation driven by a multiparameter Hermite process of order q ≥ 1.
We discuss various properties of the solution, such as the necessary and sufficient condition for its existence, self-similarity, α−variation and regularity of its sample paths. We will also focus on the probability distribution of the solution, which is non Gaussian when q ≥ 2.

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