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数学学院、所2019年系列学术报告(第37场):A. Rudenko

发表于: 2019-04-10   点击: 

时间: 41014:00-16:30

地点: 数学楼第二学术报告厅

报告人:A. Rudenko

报告人简介:A. Rudenko博士供职于乌克兰国家科学院数学所随机过程理论系,他的研究方向是随机过程局部时的构造,局部时的重正化,随机微分方程解的存在性及其它性质。

Title: “Intersection local times for Browian motion on Carnot group”.

Abstract: We consider a generalization of intersection and self-intersection local times as a limit in the space of square integrable random variables. Compared to the classical definition an additional weight is added to the approximations, which changes the impact of near-intersections, depending on where they occur and how close they are to the actual intersections.

We mainly consider Brownian motion on Carnot group as the stochastic process, but our approach can be applied to many Markov processes, including, for example, symmetric stable processes.