Seminar by Robert Dalang - Polarity of points for systems of linear spde's in critical dimensions   18 June 2015

14:15 - 15:15

Organiser

Robert Dalang, EPFL

We are interested in systems of d linear stochastic partial differential equations in spatial dimension k >= 1. The d-dimensional driving noise is space-time white noise when k=1, and is white in time  with a spatially homogeneous covariance defined as a Riesz kernel when k >= 1. In non-critical dimensions, the issue of polarity of points for the random field solution to these systems is well-understood. In this joint work with C. Mueller and Y. Xiao, we extend to a wide class of anisotropic Gaussian random fields an argument developed by Talagrand (1998) for fractional Brownian motion. This allows us to establish polarity of points in critical dimensions for many systems of linear spde's, such as systems of stochastic heat and wave equations in spatial dimensions k >=  1.

Name University Dates of visit
Robert Dalang EPFL 18/06/2015 - 18/06/2015
Total Guests : 1
Name University Dates of visit
Total Guests : 0