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Carsten Chong (Lausanne): Path properties of the solution to the stochastic heat equation with Lévy noise 



Wednesday, 25. April 2018, 14:00  16:00


Abstract. We consider sample path properties of the solution to the stochastic heat equation driven by a Lévy spacetime white noise. When viewed as a stochastic process in time with values in an infinitedimensional 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 BlumenthalGetoor 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 nonempty open subset.
This is joint work with Thomas Humeau and Robert Dalang (EPFL). 
Location : Szeged, Aradi vértanúk tere 1., Riesz terem. 
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