报告时间：2019年12月3日下午3:00-6:00

报告地点：统计学院213报告厅

学术报告一   

题目：HIGH-DIMENSIONAL LIMITS OF EIGENVALUE DISTRIBUTIONS FOR GENERAL WISHART PROCESS

摘要：In this article, we obtain an equation for the high-dimensional limit measure of eigenvalues of generalized Wishart processes, and the results is extended to random particle systems that generalize SDEs of eigenvalues. We also introduce a new set of conditions on the coefficient matrices for the existence and uniqueness of a strong solution for the SDEs of eigenvalues. The equation of the limit mea- sure is further discussed assuming self-similarity on the eigenvalues. This is a joint work with Jianfeng Yao and Wangjun Yuan.

学术报告二

题目：Fractional stochastic wave equation driven by a Gaussian noise rough in space

摘要：In this article, we consider fractional stochastic wave equations on R driven by a multiplicative Gaussian noise which is white/colored in time and has the covariance of a fractional Brownian motion with Hurst parameter H ∈ ( 1/4 , 1/2 ) in space. We prove the existence and uniqueness of the mild Skorohod solution, establish lower and upper bounds for the p-th moment of the solution for all p ≥ 2, and obtain the Hölder continuity in time and space variables for the solution. This is a joint work with Xiaoming Song and Fangjun Xu.

报告人简介：宋健，2010年博士毕业于美国堪萨斯大学，2010.9-2012.12月在美国Rutgers大学New Brunswick分校担任助理教授，2013.1-2018.8在香港大学担任助理教授。2018.9-至今在山东大学担任教授。主要研究领域为随机偏微分方程、分数布朗运动、随机矩阵、随机分析及其应用（包括数理金融、信息论等）。曾在Annals of Probability 等顶级期刊发表论文。