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报告题目: Some Solutions of Semilinear Stochastic Equations in a Hilbert Space with a Fractional Brownian Motion
报 告 人: Professor Tyrone E. Duncan
报告人所在单位: University of Kansas
报告日期: 2007-01-08 星期一
报告时间: 16:00—17:00
报告地点: 光华东主楼1403室
   
报告摘要:

 

 

Some aspects of fractional Brownian motion are described especially related to stochastic calculus and solutions of stochastic differential equations.  A stochastic calculus is described that is a natural generalization of the stochastic calculus for Brownian motion.  This calculus is used to obtain explicit solutions to bilinear equations and to obtain weak and mild solutions of semilinear equations in a Hilbert space. Radon-Nikodym derivatives are given for the measures of solutions of semilinear equations.  Some applications are described to problems of estimation and control.

 

   
本年度学院报告总序号: 2

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