Probability Seminar: Khoa Lê

  • Date: 03/02/2016
  • Time: 15:00
Khoa Lê, University of Calgary and PIMS

University of British Columbia


Propagation of high moments for parabolic Anderson model


The parabolic Anderson model is the heat equation perturbed by a multiplicative noise. In case of Gaussian noise with non-trivial constant initial datum, the n-th moment of the solution grows exponentially fast in long term over the whole spatial domain. If the initial datum is localized, the moment grows exponentially only inside a space-time cone. Outside of the cone, the moment decays exponentially in long term. We will discuss how to specify these cones. The talk is based on a joint work with Jingyu Huang and David Nualart (available on arXiv:1509.00897).

Other Information: 

Location: ESB 2012