2–5 Jul 2024
Osijek
Europe/Zagreb timezone

Dirichlet forms with jump kernels blowing up at the boundary

3 Jul 2024, 17:05
20m
D8 (School of Applied Mathematics and Informatics, J. J. Strossmayer University of Osijek)

D8

School of Applied Mathematics and Informatics, J. J. Strossmayer University of Osijek

Trg Ljudevita Gaja 6, Osijek
Talk PSF: Probability, Statistics and Financial Mathematics Probability, Statistics and Financial Mathematics

Speaker

Zoran Vondraček

Description

In this talk I will discuss the potential theory of Dirichlet forms on the half-space $\mathbb{R}^d_+$ defined by the jump kernel $J(x,y)=|x-y|^{-d-\alpha}\mathcal{B}(x,y)$ and the killing potential $\kappa x_d^{-\alpha}$, where $\alpha\in (0, 2)$ and $\mathcal{B}(x,y)$ can blow up to infinity at the boundary. The jump kernel and the killing potential depend on several parameters. For all admissible values of the parameters involved and all $d \ge 1$, we prove that the boundary Harnack principle holds, and establish sharp two-sided estimates on the Green functions of these processes.

Primary author

Co-authors

Panki Kim (Seoul national University) Renming Song (University of Illinois)

Presentation materials

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