主讲人简介:刘暐博士,上海师范大学数学系。
内容摘要: In this talk, the concept of noise excitation will be introduced. Fractional stochasticheat equations driven by white and colored noises will be considered. Under suitable assumptions, we show that the second moment of the solution growsexponentially with time. In particular, this answers an open problem in (Conusand Khoshnevisan, Probability Theory and Related Fields, 2010). Along the way,we prove a number of other interesting properties.
讲座语言:中文