Polarity of points for systems of linear spde's in critical dimensions
Event details
| Date | 18.06.2015 |
| Hour | 14:15 › 15:15 |
| Speaker | Robert Dalang |
| Location | |
| Category | Conferences - Seminars |
We are interested in systems of d linear stochastic partial differential equations in spatial dimension k >= 1. The d-dimensional driving noise is space-time white noise when k=1, and is white in time with a spatially homogeneous covariance defined as a Riesz kernel when k >= 1. In non-critical dimensions, the issue of polarity of points for the random field solution to these systems is well-understood. In this joint work with C. Mueller and Y. Xiao, we extend to a wide class of anisotropic Gaussian random fields an argument developed by Talagrand (1998) for fractional Brownian motion. This allows us to establish polarity of points in critical dimensions for many systems of linear spde's, such as systems of stochastic heat and wave equations in spatial dimensions k >= 1.
Links
Practical information
- General public
- Free
Organizer
- CIB
Contact
- Valérie Krier