University of Cambridge > Talks.cam > Isaac Newton Institute Seminar Series > Random Periodic Solutions of Stochastic Partial Differential Equations

Random Periodic Solutions of Stochastic Partial Differential Equations

Add to your list(s) Download to your calendar using vCal

If you have a question about this talk, please contact Mustapha Amrani.

Stochastic Partial Differential Equations (SPDEs)

In this talk, I will present recent results in the study of random periodic solutions of the stochastic differential equations (SDEs) and stochastic partial differential equations (SPDEs). It has been well-known that SDEs and SPD Es can generate random dynamical systems. Random periodic solution is a natural extension of the notion of periodic solutions of deterministic dynamical systems to stochastic systems. Instead of using Poincare’s classical geometric method, here we present an analytic approach using infinite horizon stochastic integral equations, and identify their solutions with random periodic solutions of SDEs and SPD Es.

This talk is part of the Isaac Newton Institute Seminar Series series.

Tell a friend about this talk:

This talk is included in these lists:

Note that ex-directory lists are not shown.

 

© 2006-2017 Talks.cam, University of Cambridge. Contact Us | Help and Documentation | Privacy and Publicity