SDEs in Banach spaces driven by fractional Brownian motions
Event details
| Date | 11.04.2012 |
| Hour | 10:15 › 11:15 |
| Speaker | Elena Issoglio (Friedrich Schiller Universität, Jena) |
| Location |
AAC006
|
| Category | Conferences - Seminars |
In this talk we consider stochastic evolution equations in Banach spaces driven by cylindrical fractional Brownian motions. After having introduced the notion of fBm in Banach spaces we de ne a stochastic calculus (for deterministic integrands) with respect to it. The integral in general is a cylindrical random variable and under suitable condition it turns out to be a classical random variable in the Banach space. With the help of these tools we can cosider weak and mild solutions and we give some results on existence and uniqueness of the solution. Finally we give an example of SPDE wich arises when the Banach space is chosen to be a function space (for instance L2(D) or L1(D) for some D Rd).
Practical information
- General public
- Free
- This event is internal
Organizer
- DALANG Robert (EPFL).
DOZZI Marco (Université de Nancy).
FLANDOLI Franco (University of Pisa).
RUSSO Francesco (ENSTA ParisTech).
Contact
- Rana Gherzeddine