Probability Seminar Department of Statistics and Department of Mathematics Monday, August 26, 2002 3:30 PM in REC 113 Professor Frederi Viens Purdue University will speak on Stochastic PDE with Infinite-Dimensional Fractional Brownian Motion: Existence and Regularity Abstract We study the stochastic heat equation with linear additive noise. The noise term is assumed to be fractional Brownian noise in the time parameter, and can have any crazy behavior in the space parameter, as long as it remains a Gaussian (generalized) field in both parameters. We give necessary and sufficient conditions for existence and uniqueness of a solution, and for whether the solution admits a given continuous increasing function as an almost-sure modulus of continuity in the space parameter.

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