金融工程研究中心学术报告: Potential Theory of Subordinate Brownian Motions

报告题目Potential Theory of Subordinate Brownian Motions

人:Professor Renming Song, University of Illinois

报告时间:201888日下午15:00-16:00

报告地点:苏州大学金融工程研究中心105学术报告厅

Abstract: A subordinate Brownian motion can be obtained by replacing the time parameter of a Brownian motion by an independent increasing Levy process(i. e., a subordinator). Subordinate Brownian motions form a large subclass of Levy processes and they are very important in various applications. The generator of of a subordinate Brownian motion is a function of the Laplacian. In this talk, I will give a survey of some of the recent results in the study of the potential theory of subordinate Brownian motions. In particular, I will present recent results on sharp two-sided estimates on the transition densities of killed subordinate Brownian motions in smooth open sets, or equivalently, sharp two-sided estimates on the Dirichlet heat kernels of the generators of subordinate Brownian motions.

 

 


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