Markov Processes and applications

Program

Fri 17. Oct

• 13:30 - 14:10 Ryoki Fukushima (Kyoto University)

  Brownian survival and Lifshitz tail in perturbed lattice disorders

• 14:20 - 15:00 Tomoko Takemura (Nara Women's University)

  Harmonic transform of one dimensional generalized diffusion processes

• 15:20 - 16:10 Kaneharu Tsuchida (Toba National College of Maritime Technology)

  Large deviation for additive functionals of jump-diffusion processes

• 16:20 - 17:10 Zoran Vondracek (University of Zagreb)

  On potential theory of one-dimensional subordinate Brownian motion

• 18:30 - : 懇親会（Banquet/Funfest)

Sat 18. Oct

• 09:30 - 10:10 Yuichi Shiozawa (Kyoto University)

  A note on localization for branching Brownian motions in random environment

• 10:30 - 11:10 Yuko Yano (Kyoto University)

  Penalisation of symmetric stable Levy paths with a function of local time

• 11:20 - 12:10 Daehong Kim (Kumamoto University)

  Recurrent and transient sets of time inhomogeneous diffusion processes

• 13:30 - 14:10 Dewei Zhang and Masatoshi Fujisaki (University of Hyogo)

  Calculation of the MEMM for geometric Levy processes and its applicatioin to option pricing

• 14:20 - 15:00 Masafumi Hayashi (Kyoto University)

  Asymptotic expansion theorem for functionals of a Poisson random measure

• 15:20 - 16:10 Kouji Yano (Kobe University)

  Penalisation of symmetric stable Levy paths with Feynman Kac weights

• 16:20 - 17:10 Panki Kim (Seoul National University)

  Heat kernel estimates for Dirichlet fractional Laplacian environment

Sun 19. Oct

• 09:30 - 10:10 Yoshihiro Tawara (Tohoku University)

  Spectral bounds of Shcr\"{o}dinger-type operators with non-local potentials

• 10:30 - 11:10 Naotaka Kajino (Kyoto University)

  Weyl type spectral asymptotics for Laplacians on Sierpinski carpets

• 11:20 - 12:10 Yukio Nagahata (Osaka University)

  Central limit theorem for a class of linear systems