Title: On a class of an-isotropic Besov spaces, their explicit chaos description, and the corresponding smoothing kernels (starts 9.00 sharp)
Abstract: An-isotropic Besov spaces for Lévy processes were introduced to understand certain variational properties of backward stochastic differential equations. I will give an explicit chaos description of these spaces showing that the missing regularity arises from the behavior around the diagonal of the chaos kernels. This leads to a smoothing operator, corresponding to the heat kernel in a classical setting, that describes and explains this class of Besov spaces.
This is joint work with Łukasz Leżaj (Wroclaw)