Sigillo dell'Università di Bologna
Seminari del Dipartimento di Matematica
Università di Bologna

On the fundamental solution of heat and stochastic heat equations

seminario tenuto da
Alexandre Popier

Giugno
28
2021
probabilità
ore 16:00
seminario on line •
 http://perso.univ-lemans.fr/~apopier/
nel ciclo di seminari: SEMINARI DI PROBABILITÀ
We consider the generic divergence form second order parabolic equation with coefficients that are regular in the spatial variables and just measurable in time. We show that the spatial derivatives of its fundamental solution admit upper bounds that agree with the Aronson type estimate and only depend on the ellipticity constants of the equation and the L∞ norm of the spatial derivatives of its coefficients. We also study the corresponding stochastic partial differential equations and prove that under natural assumptions on the noise the equation admits a mild solution, given by anticipating stochastic integration.

organizzato da: Andrea Pascucci
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