Colloquium Jan. 10, 3-4pm NS 212C

Speaker :             Dr. Hyun-Jung Kim, Illinois Institute of Technology

Date:                   January 10, 2020 (Friday)

Time:                   3:00 – 4:00 pm

Room:                 NS 212C


Title: Stochastic parabolic Anderson model: optimal regularity and parameter estimation.

Abstract: In this talk, we study the stochastic parabolic Anderson model driven by time-independent white noise with a drift parameter and a diffusion parameter. We first define a solution and establish its optimal regularity by two different approaches. We show that the obtained optimal regularity is in the line with standard parabolic PDE theory. Moreover, the optimal regularity suggests a way of estimating the parameters, assuming that one trajectory of the solution is observed discretely in time and space.

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University of Louisville, Department of Mathematics.
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