# Mathematical Sciences Research Institute

Home » Postdoc Symposium (Part I): Large time asymptotic for the parabolic Anderson model driven by spatially correlated noise

# Seminar

Postdoc Symposium (Part I): Large time asymptotic for the parabolic Anderson model driven by spatially correlated noise October 02, 2015 (11:30 AM PDT - 12:15 PM PDT)
Parent Program: New Challenges in PDE: Deterministic Dynamics and Randomness in High and Infinite Dimensional Systems MSRI: Simons Auditorium
Speaker(s) Khoa Le (University of Calgary)
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We consider the parabolic Anderson model in multidimension driven by a Gaussian noise which is white in time and it has a correlated spatial covariance. Examples of such covariance include the Riesz kernel in any dimension and the covariance of the fractional Brownian motion with Hurst parameter $H>1/4$ in dimension one. We will discus existence and uniqueness of solution,  Feynman-Kac formula for its moments, Lyapunov exponents and exponential growth indices. I'll discuss further related problems if time permits. This talk is based on joint works with Jingyu Huang, Yaozhong Hu and David Nualart..

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