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regular seminar Markus Riedle (King's College London)
at: 15:00 - 16:00 KCL, Strand room: Strand Building S4.29 abstract: | Cylindrical Lévy processes are a natural extension of cylindrical Brownian motion which has been the standard model of random perturbations of partial differential equations and other models in infinite dimensions for the last 50 years. Here, the attribute cylindrical refers to the fact that cylindrical Brownian motions are not classical stochastic processes attaining values in the underlying space but are generalised objects. The reasons for the choice of cylindrical but not classical Brownian motion can be found in the facts that there does not exist a classical Brownian motion with independent components in an infinite dimensional Hilbert space, and that cylindrical processes enable a very flexible modelling of random noise in time and space.
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