Display Abstract

Title Stochastic PDEs with Gaussian Volterra Noise

Name Bohdan Maslowski
Country Czech Rep
Email maslow@karlin.mff.cuni.cz
Co-Author(s)
Submit Time 2014-02-28 08:45:54
Session
Special Session 109: Stochastic Partial Differential Equations
Contents
We will present some results on stochastic linear and bilinear equations in infinite dimensions where the driving process may be a general Gaussian process of Volterra type. Examples of such processes are fractional or Liouville fractional Brownian motion, multifractal Brownian motion or corresponding OU processes. Existence, uniqueness and large time behaviour of solutions will be established. In particular, some examples in which qualitative behaviour of solutions is significantly different from the standard white noise case will be discussed.