报告题目：Stochastic Models for Fractional Dynamics

报告人：Dr Erkan Nane, Auburn University

时间地点：6月14日上午9：00，3号楼332

报告摘要：Recently, my research has been focused on fundamental properties of stochastic fractional equations, and time-changed stochastic processes that arise as scaling limits of continuous time random walks.These novel processes are interesting on their own, and they have recently been applied to model various phenomena in a wide range of scientific areas including physics, telecommunications, turbulence, image processing, biology, bioengineering, hydrology, geophysics and finance. In this talk I will give highlights of my research on

(i) Continuous time random walk limits;

(ii) Heat type Cauchy problems with fractional time derivatives;

(iii) Stochastic fractional equations.