Seminar Event Detail

Financial/Actuarial Mathematics

Date:  Wednesday, October 07, 2020
Location: Virtual (4:00 PM to 5:00 PM)

Title:  Quenched asymptotics for the parabolic Anderson model with rough spatial noise

Abstract:   We consider the parabolic Anderson model in one spatial dimension driven by a time-independent Gaussian noise, which has the covariance structure of a fractional Brownian motion with Hurst parameter H. We consider the case H < 1/2 and establish existence and uniqueness of solution. In order to find the quenched asymptotics for the solution we consider its Feynman-Kac representation and explore the asymptotics of the principal eigenvalue for the random Anderson operator.

Files: 6829_Prakash.pdf

Speaker:  Prakash Chakraborty
Institution:  UM

Event Organizer:     


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