歷史演講・104 學年度上學期
201601/08週五 演講

A transformation for Parabolic Anderson Model

許順吉中央大學 上午 10:00–11:50 鴻經館 M430
摘要: We consider a Parabolic Anderson Model (PAM) with color noise. Using a transformation, the equation becomes an ordinary parabolic differential equation. We derive an expression for the solution. This can be used to derive Feymann-Kac formula for the moments of the solution.