Markov Processes and applications
Program
Fri 17. Oct
Brownian survival and Lifshitz tail in perturbed lattice disorders
Harmonic transform of one dimensional generalized diffusion processes
Large deviation for additive functionals of jump-diffusion processes
On potential theory of one-dimensional subordinate Brownian motion
Sat 18. Oct
A note on localization for branching Brownian motions in random environment
Penalisation of symmetric stable Levy paths with a function of local time
Recurrent and transient sets of time inhomogeneous diffusion processes
Calculation of the MEMM for geometric Levy processes and its applicatioin to option pricing
Asymptotic expansion theorem for functionals of a Poisson random measure
Penalisation of symmetric stable Levy paths with Feynman Kac weights
Heat kernel estimates for Dirichlet fractional Laplacian environment
Sun 19. Oct
Spectral bounds of Shcr\"{o}dinger-type operators with non-local potentials
Weyl type spectral asymptotics for Laplacians on Sierpinski carpets
Central limit theorem for a class of linear systems