강연 / 세미나

세미나
세미나
일정

Ergodic Theory and Probability

기간 : 2024-04-05 ~ 2024-04-05
시간 : 13:00 ~ 14:00
개최 장소 : Math bldg. 404
개요
Ergodic Theory and Probability
주최
손영환
후원
SUNY New Paltz
분야Field
날짜Date 2024-04-05 ~ 2024-04-05 시간Time 13:00 ~ 14:00
장소Place Math bldg. 404 초청자Host 손영환
연사Speaker Hyunchul Park 소속Affiliation SUNY New Paltz
TOPIC Ergodic Theory and Probability
소개 및 안내사항Content
Title: Spectral heat content for isotropic Lévy processes.
 
Speaker: Hyunchul Park (SUNY New Paltz)

Abstract: The spectral heat content (SHC) measures the total heat that remains on a domain when the initial temperature is one and the outside temperature is identically zero. When one replaces the Laplace operator in the heat equation with generators of Lévy processes, one obtains SHC for those Lévy processes. Recently, the two-term asymptotic behavior of SHC for isotropic stable processes on bounded C^{1,1} open sets was investigated by Park and Song (EJP 2022). In this talk, we generalize their result to cover Lévy processes with regularly varying characteristic exponent with index in (1,2]. The proof provides a unified approach to the study of SHC and applies to both Brownian motions and jump processes. This is a joint work with Kei Kobayashi (Fordham University).
학회명Field Ergodic Theory and Probability
날짜Date 2024-04-05 ~ 2024-04-05 시간Time 13:00 ~ 14:00
장소Place Math bldg. 404 초청자Host 손영환
소개 및 안내사항Content
Title: Spectral heat content for isotropic Lévy processes.
 
Speaker: Hyunchul Park (SUNY New Paltz)

Abstract: The spectral heat content (SHC) measures the total heat that remains on a domain when the initial temperature is one and the outside temperature is identically zero. When one replaces the Laplace operator in the heat equation with generators of Lévy processes, one obtains SHC for those Lévy processes. Recently, the two-term asymptotic behavior of SHC for isotropic stable processes on bounded C^{1,1} open sets was investigated by Park and Song (EJP 2022). In this talk, we generalize their result to cover Lévy processes with regularly varying characteristic exponent with index in (1,2]. The proof provides a unified approach to the study of SHC and applies to both Brownian motions and jump processes. This is a joint work with Kei Kobayashi (Fordham University).
성명Field Ergodic Theory and Probability
날짜Date 2024-04-05 ~ 2024-04-05 시간Time 13:00 ~ 14:00
소속Affiliation SUNY New Paltz 초청자Host 손영환
소개 및 안내사항Content
Title: Spectral heat content for isotropic Lévy processes.
 
Speaker: Hyunchul Park (SUNY New Paltz)

Abstract: The spectral heat content (SHC) measures the total heat that remains on a domain when the initial temperature is one and the outside temperature is identically zero. When one replaces the Laplace operator in the heat equation with generators of Lévy processes, one obtains SHC for those Lévy processes. Recently, the two-term asymptotic behavior of SHC for isotropic stable processes on bounded C^{1,1} open sets was investigated by Park and Song (EJP 2022). In this talk, we generalize their result to cover Lévy processes with regularly varying characteristic exponent with index in (1,2]. The proof provides a unified approach to the study of SHC and applies to both Brownian motions and jump processes. This is a joint work with Kei Kobayashi (Fordham University).
성명Field Ergodic Theory and Probability
날짜Date 2024-04-05 ~ 2024-04-05 시간Time 13:00 ~ 14:00
호실Host 인원수Affiliation Hyunchul Park
사용목적Affiliation 손영환 신청방식Host SUNY New Paltz
소개 및 안내사항Content
Title: Spectral heat content for isotropic Lévy processes.
 
Speaker: Hyunchul Park (SUNY New Paltz)

Abstract: The spectral heat content (SHC) measures the total heat that remains on a domain when the initial temperature is one and the outside temperature is identically zero. When one replaces the Laplace operator in the heat equation with generators of Lévy processes, one obtains SHC for those Lévy processes. Recently, the two-term asymptotic behavior of SHC for isotropic stable processes on bounded C^{1,1} open sets was investigated by Park and Song (EJP 2022). In this talk, we generalize their result to cover Lévy processes with regularly varying characteristic exponent with index in (1,2]. The proof provides a unified approach to the study of SHC and applies to both Brownian motions and jump processes. This is a joint work with Kei Kobayashi (Fordham University).
Admin Admin · 2024-03-06 15:57 · 조회 429
2017년 이전 세미나
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