EVENT DETAILS AND ABSTRACT

Title: Asymptotic behavior of solutions of parabolic SPDE's
Speaker: Professor Min Kang
Speaker Info: Fields Institute and York University
Brief Description:
Special Note:
Abstract:

We investigate the weak convergence for large time of the solutions of parabolic stochastic partial differential equations (SPDE's) in one space dimension with Dirichlet boundary conditions We first prove a result for the linear case, which is easy since the solution has a Gaussian distribution. Then we get a result for the case of non-linear drift by proving a new comparison theorem for stochastic difference-differential equations.