Title: Scaling limit of a long-range random walk in time-correlated random environment
Speaker: Pr. Jian Song（Shandong University）
Time：Friday, June 2, 2023, 15:45-16:45
Location: Zoom ID：876 0592 8254, Password：2023
Abstract: This paper concerns a long-range random walk in random environment indimension 1 + 1. where the environmental disorder is independent in space butcorrelated in time. We prove that the rescaled partition function converges weakly to the Stratonovich solution of a fractional stochastic heat equation with multi.plicative Gaussian noise which is white in space and colored in time. This is aoint work with Guanglin Rang and Meng Wang
Biography:
宋健，山东大学数学与交叉科学研究中心教授。主要研究方向为随机偏微分方程、统计物理模型、随机矩阵以及随机分析及其应用等。
More information about HIT-WHU Seminar on Stochastic Analysis and Algorithms can be found here.
