学术报告(吴冠宇 2025.11.28)

Stochastic diffusion equation with time-independent noise in Stratonovich regime

发布人:姚璐
主题
Stochastic diffusion equation with time-independent noise in Stratonovich regime
活动时间
-
活动地址
新数学楼416
主讲人
吴冠宇 助理研究员(大连理工大学)
主持人
巫静 教授

摘要:In this work, we study the stochastic space-time fractional diffusion equation driven by time-independent Gaussian noise. First, based on the Stratonovich expansion, we establish the existence of a solution in the Stratonovich sense. Then, using large deviation techniques combined with Laplace transforms, we derive precise asymptotics for the moments. Finally, by employing a novel moment comparison approach grounded in the hypercontractivity inequality, we obtain a precise asymptotic upper bound for the real-valued moments.