Smith Colloquium

March 19, 2020




Fei Pu, University of Utah


Title: Spatial limit theorems for stochastic heat equation via Poincare inequality.

Abstract: In this talk, I will present spatial limit theorems for the solution to stochastic heat equations, which include ergodicity, central limit theorem and Poisson limit theorem. The tool to study these properties is Malliavin calculus, in particular, the Poincare inequality.