题目：Stochastic heat equation and a central limit theorem

内容简介：We study the stochastic heat equation on the real line

(whereis a space time white noise). I will talk about the random field theory for stochastic heat equation. Later I will present a recent result: the spatial integral converges to a Gaussian distribution as, after renormalization. It is proved using Stein's method and Malliavin calculus, which will be introduced during the talk. This result is based on a joint work with Nualart and Viitasaari.

报告人：伯明翰大学黄靖宇博士

时间：2019年3月19日（周二）下午3：00始

地点：南海楼330室

热烈欢迎广大师生参加!

信息科学技术学院

2019年3月15日