研究生短期课程 【陈夏教授,董昭教授】

时间:2013-07-05

课程题目:Introduction to Brownian Motion in Random Environment(随机环境中的Brown运动)


时间:7月 22,、24,、26日上午 9:30 -- 11:30; 7月 22、24、26日  下午 2:30-5:30

地点:数学澳门新葡新京官方网站1418

主讲人:Professor Xia Chen (陈夏)   University of Tennessee at Knoxville

             董昭教授  中科院数学与系统科学研究院    随机分析及微分方程

课程概况:

The model of Brownian motion in random media is concerned with the impact of the random environment over the Brownian paths. In mathematical physics, it is used to study the random polymers. By Feynman-Kac representation, it is relevant to the partial differential equations with random noise. In the special case of time-space white noise, the model links the currently sensational topic of KPZ equations.

Among other things, these lectures address long term behaviors for the system of Brownian motion in random media. We will limit our discussion to the cases of Poisson and Gaussian potentials. The main focus is on the basic ideas; the prerequisite for these lectures is a first year graduate probability course; and the reference book is “Brownian Motion, Obstacles and Random Media" by Sznitman.

课程主要先容随机积分、随机微分方程、Malliavian 分析初步。主要针对数学专业一年级以上的研究生。

 


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