国家天元数学中部中心随机分析系列报告 | 宋健 教授(山东大学)

发布时间: 2023-05-05 10:50

报告题:Scaling Limit of a Long-Range Random Walk in Time-Correlated Random Environment

报告时间:2023-05-04  14:30 - 15:30

报告人:宋健 教授  山东大学

报告地点:老外文楼概率统计系办公室

Abstract:This paper concerns a long-range random walk in random environment in dimension 1 + 1, where the environmental disorder is independent in space but correlated in time. We prove that the rescaled partition function converges weakly to the Stratonovich solution of a fractional stochastic heat equation with multiplicative Gaussian noise which is white in space and colored in time. This is a joint work with Guanglin Rang and Meng Wang.