12月23日 | 宋健:The scaling limit of a long-range random walk in colored random medium in dimension 1+d

时间:2021-12-14浏览:10设置

时  间:2021年12月23日(周四)10:00-11:00

地  点:腾讯会议:392 133 965

题  目:The scaling limit of a long-range random walk in colored random medium in dimension 1+d

报告人:宋健 山东大学数学与交叉科学研究中心教授

主持人:徐方军 教授

主  办:统计学院

摘要:

The scaling limit of a long-range random walk in random medium with correlations in both time and d-dimensional space is investigated. Assuming that all moments of the medium variables are finite, we show that the rescaled partition function converges weakly to the Stratonovich solution of some fractional stochastic heat equation with multiplicative Gaussian noise, where the noise is fractional and its Hurst parameter vector is determined by the algebraic exponent of the medium correlation. The talk is based on a joint work with Guanglin Rang.

报告人简介:

宋健,山东大学数学院教授,2010年博士毕业于美国堪萨斯大学,2010.9-2012.12月在美国Rutgers大学New Brunswick分校担任助理教授,2013.1-2018.8在香港大学担任助理教授。主要研究领域为随机偏微分方程、分数布朗运动、随机矩阵、随机分析及其应用(包括数理金融、信息论等)。截至目前,在国内外杂志上发表论文近30篇,研究成果被国内外同行引用170多次,相关研究成果发表在Annals of  Probability,Annals of Applied Probability, Bernoulli, Annales de l'Institut Henri Poincaré Probabilités et Statistiques, Electronic Journal of Probability, SIAM Journal on Mathematical Analysis,以及Stochastic Processes and Their Applications等概率论与随机分析顶级杂志;受邀为Annals of  Probability, Stochastic Processes and Their Applications 以及 Annales de l'Institut Henri Poincaré Probabilités et Statistiques等知名杂志担任评审.


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