學術報告
Subordination of Markov Processes and Applications
發布人:發布時間: 2020-12-21
字體大小: 【小】 【中】 【大】
題 目:Subordination of Markov Processes and Applications
報告人:鄧昌松 副教授(武漢大學)
時 間:2020年12 月 25 日(星期五)下午 4:00--5:00
地 點:西大樓 210
摘 要:Subordination in the sense of Bochner is a useful tool in stochastic analysis. It
generates new stochastic processes (or semigroups) from a given one by a random time-change with
an independent one-dimensional Levy process. I will review some basic facts on subordination and applications (especially to PDE) will also be mentioned.
邀請人:宋玉林 老師