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VERSION:2.0
PRODID:-//prob.tw//NTU Seminars V2//EN
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UID:2023-12-12-kyung-youn-kim-introduction-to-levy-process-part-iii@seminars.prob.tw
DTSTAMP:20261014T102946Z
DTSTART:20231212T073000Z
DTEND:20231212T090000Z
SUMMARY:Introduction to Lévy process: Part III
DESCRIPTION:Kyung-Youn Kim (金璟允)\nFor a large class of second order elliptic differential operator $\\mathcal{L}$\, there is a related diffusion process X in which the operator $\\mathcal{L}$ becomes an infinitesimal generator of X. The fundamental solution of heat equation of $\\mathcal{L}$ is the transition density of the process X. In this talk\, we will discuss theses relation of the general Lévy process through the Lévy Khintchine formula and its transition density.
LOCATION:台大數學系天文數學館 440 室
URL:http://127.0.0.1:8123/?event=2023-12-12-kyung-youn-kim-introduction-to-levy-process-part-iii
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