3rd Workshop on

Probability Theory and its Applications


Date: December 13-16, 2016
Venue: International Conference Hall(Room 1114, 1F), KIAS

Program Home > Program

Dec. 13 (Tuesday)
09:25-09:55 Zhen-Qing Chen "Harnack inequalities for symmetric non-local Dirichlet forms and their stability"
10:00-10:30 Zoran Vondraček "Potential theory of subordinate killed Brownian motion"
10:55-11:25 Michał Ryznar "Heat kernels and exit time distributions of isotropic Levy processes"
11:30-12:00 Renming Song "Heat kernels of non-symmetric jump processes: beyond the stable case"
13:30-14:00 Xicheng Zhang "Heat kernels for non-symmetric diffusions operators with jumps"
14:05-14:35 Yuichi Shiozawa "Bottom crossing probability for symmetric jump processes"
14:40-15:10 Nikola Sandrić "Homogenization of periodic diffusion with small jumps"
15:40-16:10 Takashi Kumagai "Lamplighter random walks on fractals"
16:15-16:45 Kamil Kaleta "The quenched asymptotics for nonlocal Schrödinger operators with Poissonian potentials"
16:50-17:20 Jason Swanson
"A filtering problem in stochastic tomography"

Dec. 14 (Wednesday)
09:25-09:55 Louis Chen "From Palm theory to Stein's method for random measures"
10:00-10:30 UnCig Ji "Anticipating Stochastic Calculus for Admissible Stochastic Processes"
10:55-11:25 In-Suk Wee "Variance optimal hedging of geometric Asian options in Heston’s model"
11:30-12:00 Guan-Yu Chen
"The cutoff phenomenon for reversible Markov chains"

Dec. 15 (Thursday)
09:25-09:55 Michael Röckner "Global solutions to random 3D vorticity equations for small initial data"
10:00-10:30 Kyeonghun Kim "Boundedness of stochastic singular integral operators and its application to stochastic partial differential equations"
10:55-11:25 Shang-Yuan Shiu "Dissipation in parabolic SPDEs"
11:30-12:00 Ildoo Kim "An Lp
-Theory for Diffusion Equations related to Stochastic Processes with Independent Increment"
13:30-14:00 Kunwoo Kim "A Boundedness Trichotomy for the Stochastic Heat Equation"
14:05-14:35 Hiroaki Aikawa "Minimal smoothness for the global boundary Harnack principle"
14:40-15:10 Chien-Hao Huang "Levy processes conditioned to remain in a bounded domain"
15:40-16:10 Daehong Kim "General analytic characterization of gaugeability for Feynman-Kac functionals"
16:15-16:45 Gerald Trutnau "Conservativeness criteria for generalized Dirichlet forms"
16:50-17:20 Kazuhiro Kuwae
"$L^p$-independence of spectral radius for generalized Feynman-Kac semigroups"

Dec. 16 (Friday)
09:25-09:55 Feng-Yu Wang "Integrability Conditions for Invariant Probability Measure of Degenerate Functional SDEs"
10:00-10:30 Bojan Basrak "An invariance principle for regularly varying sequences"
10:55-11:25 Akira Sakai "Mean-field bound on the 1-arm exponent for Ising ferromagnets in high dimensions"
11:30-12:00 Yan-Xia Ren "Williams Decomposition for Superprocesses"