Recent progress on fluctuations of random field solutions.
- Date: Thursday 2 March 2023, 16:15 – 17:15
- Location: Mathematics Level 8, MALL 1 & 2, School of Mathematics
- Type: Probability and Financial Mathematics, Seminars, Statistics
- Cost: 0.00
The talk will be given by Dr Guangqu Zheng (University of Liverpool) .
In this talk, I will begin with a brief introduction to the SPDEs in the Dalang-Walsh framework. Then, I will go over recent progress on the Gaussian fluctuation of spatial average of random field solutions. I will explain several key ideas in this new research direction. If time permits, I will mention the most recent work on stochastic wave equation with Lévy noise, a joint work with Raluca Balan (Ottawa, Canada). Several open questions of this topic would be mentioned. This talk is accessible to an audience with basic knowledge of stochastic analysis.