Periodic homogenization of discontinuous Markov processes

发布时间:2022年11月17日 作者:   阅读次数:[]

报告题目:Periodic homogenization of discontinuous Markov processes

报告人:陈振庆教授 美国华盛顿大学

报告时间:2022.11.18(周五)上午9:00-10:00

腾讯会议:ID 600-511-452,密码123456

报告摘要:In this talk, I will present some recent results on homogenization of discontinuous Markov processes with L\'evy type generators in periodic media. Under a proper scaling, the scaled Markov process is shown to converge weakly to a L\'evy process. Different phenomena occur depending on the tails of the jumping kernel of the discontinuous Markov process. These results can be viewed as the non-local counterparts of the celebrated work of Bensoussan-Lions-Papanicoaou and Bhattacharya for diffusions. I will also present quantitative results on the homogenization rates.

Based on joint work with Xin Chen, Takashi Kumagai and Jian Wang,

报告人简介:

陈振庆,美国华盛顿大学教授,国家海外高层次人才计划入选者,美国数学学会会员,美国数理统计学会会员,华盛顿大学维克多·克莱(Victor Klee)教职会员,2019年荣获伊藤奖(lto Prize)。主要的研究方向包括概率论以及随机分析,马尔可夫过程以及迪利克雷空间,随机微分方程,扩散过程,稳定过程以及偏微分方程中的概率论过程等。著名期刊Potential Analysis主编,Proceedings of the American Mathematical Society, Journal of Theoretical Probability, Probability, Uncertainty and Quantitative Risk等杂志的编委,目前已有173篇发表或将要刊出的学术论文,一部学术论著。



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