ABSTRACT = In this talk, we will review the basic elements of stochastic analysis which are needed for the study of stochastic partial differential equations (SPDEs). We will then introduce the stochastic wave equation with Levy white noise and we will show that its solution exists and is weakly intermittent.
This talk is based on joint work with Raluca Balan.
The talk will be in French, but the slides will be in English.
ABSTRACT = In this talk we will introduce the basic elements of Ito's theory for the study of stochastic differential equations driven by Brownian motion. Then, we will sketch the basic ideas of the theory of stochastic partial differential equations (SPDEs) with Gaussian white noise, by focusing on the heat and wave equations.