Caltech/UCLA/USC Joint Analysis Seminar
UCLA, Math Sciences Bldg., room MS6221
I will introduce the Stochastic Heat Equation with multiplicative noise and I will discuss its well-posedness and some of its properties. This has been well studied when the noise is Gaussian but it is only recently that the case of non-Gaussian (Lévy) noise has been considered.
This is based on joint work with Carsten Chong (Columbia) and Hubert Lacoin (IMPA).
Disclaimer: I come from a probability/statistical mechanics background, but I plan on introducing all objects that are not necessarily familiar to analysts.