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Speaker: Panki Kim (Seoul National University)
Title: Estimates of transition density for jump process
Abstract:
In this talk, we discuss the behavior of transition density (heat kernel) for symmetric jump-type process with jumping kernels comparable to radially symmetric function on the spaces.
Sharp two-sided heat kernel estimates for both small and large time will be discussed. Finally, we present a recent result on Dirichlet heat kernel estimates on smooth open subset.
(This talk is based on joint works with Zhen-Qing Chen, Takashi Kumagai and Kyung-Youn Kim.)
Speaker: Gerald Trutnau (Seoul National University)
Abstract:
(Joint work with Youssef Ouknine (Cadi Ayyad University Marrakech) and Francesco Russo (ENSTA ParisTech))
Countably skewed Brownian motion (CSBM) is a special case of distorted Brownian motion in dimension one. Existence and pathwise uniqueness of CSBM was first presented by Takanobu in 1986 assuming a uniform, strictly positive distance between the skew reflection points. In this case CSBM is a semimartingale and conservative, i.e. without explosion in finite time. This is not the case when the sequence of skew reflection points has an accumulation point. In this case we shall discuss conditions for existence, pathwise uniqueness and non-explosion, and conditions for CSBM to be a semimartingale.
Speaker: Jong Kim (Virginia Tech.)
Title: Some problems on stochastic variational inequalities.
Abstract: T.B.A
Speaker: Ildoo Kim (Korea University)
Title: An L_p-theory of a stochastic integro-differential equation related to Bernstein functions
Abstract: T.B.A.