EVENT DETAILS AND ABSTRACT

Title: Non-local operators and Jump-diffusions
Speaker: Zhenqing Chen
Speaker Info: University of Washington
Brief Description:
Special Note:
Abstract:

Non-local operators arise naturally in the study of many physical and economical systems, such as singular obstacle problems, relativistic Hamiltonian system, queueing network, geostrophic flow model, anomalous diffusion and hydrology. They are also closely related to discontinuous Markov processes, called jump-diffusions, in probability theory. Non-local operators have been under intense study by analysts as well as probabilists. In this talk, I will survey some recent progress in the study of sharp two-sided heat kernel and Dirichlet heat kernel estimates for non-local operators. Our approach uses probabilistic method.