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SUMMARY:Stochastic integration with respect to Lévy colored noise\, with 
 applications to SPDEs
DTSTART:20140401T161500
DTSTAMP:20260414T181545Z
UID:59d956fa750a1da704c2c0f0d117dcef0616306061ac62568665c3aa
CATEGORIES:Conferences - Seminars
DESCRIPTION:Prof. Raluca Balan\nThe purpose of this talk is to introduce a
  new type of noise\nfor problems in stochastic analysis\, which behaves in
  time like a\nfinite-variance Lévy process without a Gaussian component. 
 In the\nspace variable\, the noise is a stationary random distribution (in
  the\nsense introduced in Itô\, 1954)\, whose covariance is a non-negativ
 e\ndefinite distribution\, which can be viewed as the Fourier\ntransform o
 f a tempered measure.\nAs an application of this theory\, we consider the 
 linear stochastic\nwave (or heat) equation with this noise.\nFor more deta
 ils\, see:http://mathaa.epfl.ch/prob/seminaires/Balan/index.html
LOCATION:EPFL MA A1 12
STATUS:CONFIRMED
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