Boundary trace of symmetric reflected diffusions
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:陈振庆(美国华盛顿大学)
:2024-11-09 09:30
:海韵园行政楼C503
报告人:陈振庆(美国华盛顿大学)
时 间:2024年11月9日9:30
地 点:海韵园行政楼C503
内容摘要:
Starting with a transient irreducible diffusion process $X^0$ on a locally compact separable metric space $(D, d)$ (for example, absorbing Brownian motion in a snowflake domain), one can construct a canonical symmetric reflected diffusion process $\bar X$ on a completion $D^*$ of $(D, d)$ through the theory of reflected Dirichlet spaces. The boundary trace process $\check X$ of $X$ on the boundary $\partial D:=D^*\setminus D$ is the reflected diffusion process $\bar X$ time-changed by a smooth measure $\nu$ having full quasi-support on $\partial D$. The Dirichlet form of the trace process $\check X$ is called the trace Dirichlet form.
In this talk, I will address the following two fundamental questions:
1) What does the boundary trace Dirichlet space look like?
2) How does the boundary trace process behave?
Based on a joint work with Shiping Cao.
个人简介:
陈振庆,美国华盛顿大学(西雅图)数学系终身教授、IMS、AMS会士、香港中文大学(深圳)客座教授。主要研究领域为概率论及其应用,具体方向包含随机分析、马氏过程、狄氏型理论、位势理论、扩散和反常亚扩散过程、随机环境下的随机过程、随机最优控制、分析和偏微分方程方程中的概率方法及其应用等。在包括Journal of the European Mathematical Society、Annals of Probability、Probability Theory and Related Fields等学术期上发表论文200余篇,著有两本专著。被列为全球Top 2%顶尖科学家。2019年获伯努利国际概率统计学会伊藤奖。从2015年起任国际数学综合性期刊《位势理论》的主编, 是《美国数学学会通讯》应用数学和概率统计方向的协调编辑及多个国际数学和概率期刊的编委。
联系人:陈娴
