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DTSTART:19700329T010000
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CATEGORIES:Isaac Newton Institute Seminar Series
SUMMARY:An SPDE with the laws of Levy processes as its inv
ariant measures - Xie\, B (Shinshu)
DTSTART;TZID=Europe/London:20100618T140000
DTEND;TZID=Europe/London:20100618T150000
UID:TALK25303AThttp://talks.cam.ac.uk
URL:http://talks.cam.ac.uk/talk/index/25303
DESCRIPTION:It is well known that the Wiener measure is the in
variant measure of the stochastic heat equation dr
iven by a space-time Gaussian noise. Hence\, it is
natural to ask to whether the law of one dimensio
nal Levy process will be invariant under a stochas
tic heat equation? In this talk\, we will first co
nstruct a singular noise and then consider a linea
r heat equation on a half line with this noise to
answer the above question. Our assumption on the c
orresponding Levy measure is very mild to show tha
t the distributions of Levy processes are the only
invariant measures of the stochastic heat equatio
n.\n
LOCATION:Seminar Room 1\, Newton Institute
CONTACT:Mustapha Amrani
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