2–5 Jul 2024
Osijek
Europe/Zagreb timezone

Markov processes with jump kernel decaying at the boundary

Not scheduled
20m
Osijek

Osijek

School of Applied Mathematics and Informatics, J. J. Strossmayer University of Osijek, Trg Ljudevita Gaja 6, Osijek Faculty of Economics, J. J. Strossmayer University of Osijek , Trg Ljudevita Gaja 7, Osijek
Invited lecture PSF: Probability, Statistics and Financial Mathematics

Speaker

Panki Kim (Seoul national University)

Description

In this talk, we discuss pure-jump Markov processes on smooth open sets whose jumping kernels vanishing at the boundary and part processes obtained by killing at the boundary or (and) by killing via the killing potential. The killing potential may be subcritical or critical.
This work can be viewed as developing a general theory for non-local singular operators whose kernel vanishing at the boundary. Due to the possible degeneracy at the boundary, such operators are, in a certain sense, not uniformly elliptic. These operators cover the restricted, censored and spectral Laplacians in smooth open sets and much more.
The main results are the boundary Harnack principle and its possible failure, and sharp two-sided Green function estimates.

Primary author

Panki Kim (Seoul national University)

Co-authors

Prof. Renming Song (University of Illinois) Prof. Soobin Cho (University of Illinois) Prof. Zoran Vondracek (University of Zagreb)

Presentation materials

There are no materials yet.