Scaling limit of a long-range random walk in time-correlated random environment

2023-11-08

2:00 PM - 3:00 PM

Date and Time

  • Time:14:00 pm-15:00 pm
  • Date: Wednesday, November 8, 2023
  • Venue:MA305, SIP North Campus
  • Language: English
  • Speaker:Prof. Jian Song, Shandong University
  • Host: Dr. Ran Wei

Abstract

This paper concerns a long-range random walk in random environment in dimension 1 + 1, where the environmental disorder is independent in space but has long-range correlations in time. We prove that two types of rescaled partition functions converge weakly to the Stratonovich solution and the Itô- Skorohod solution respectively of a fractional stochastic heat equation with multiplicative Gaussian noise which is white in space and colored in time. This is a joint work with Guanglin Rang and Meng Wang.

[Field: Probability theory.]

Speaker

Jian Song, a professor at the Center for Mathematics and Interdisciplinary Sciences at Shandong University. He received his Ph.D. from the University of Kansas in 2010. From 2010 to 2012, he served as an assistant professor at Rutgers University at New Brunswick. From 2013 to 2018, he was an assistant professor at the University of Hong Kong. Since September 2018, he has been a professor at Shandong University. His primary research areas include stochastic partial differential equations, random matrices, statistical mechanical models, stochastic control, etc.

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