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| 学术报告：Feynman-Kac formula for heat equation driven by fractional white noise |
报告题目：Feynman-Kac formula for heat equation driven by fractional white noise
报告人：Yaozhong HU (胡耀忠 教授)
美国堪萨斯大学(University of Kansas)
时间： 2009年8月6日(星期四)下午15：00
地点： 所大楼三楼中间报告厅
Abstract:
This is a joint work with David Nualart and Jian Song. We establish a version of the Feynman-Kac formula for the stochastic heat equation with a multiplicative fractional Brownian sheet. We also prove the smoothness of the density of the solution, and the Holder regularity in the space and time variables。
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