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Carsten Chong (Lausanne): Path properties of the solution to the stochastic heat equation with Lévy noise |
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Wednesday, 25. April 2018, 14:00 - 16:00
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Abstract. We consider sample path properties of the solution to the stochastic heat equation driven by a Lévy space-time white noise. When viewed as a stochastic process in time with values in an infinite-dimensional space, the solution is shown to have a càdlàg modification in fractional Sobolev spaces of index less than -d/2. Concerning the partial regularity of the solution in time or space when the other variable is fixed, we determine critical values for the Blumenthal-Getoor index of the Lévy noise such that noises with a smaller index entail continuous sample paths, while Lévy noises with a larger index entail sample paths that are unbounded on any non-empty open subset.
This is joint work with Thomas Humeau and Robert Dalang (EPFL). |
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Location : Szeged, Aradi vértanúk tere 1., Riesz terem. |
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