Seminar on Stochastics and PDEs: Stefan Geiss

Event information

Event date
-
Event type
Public lectures, seminars and round tables
Event language
English
Event accessibility
Event space is accessible for all
Event payment
Free of charge
Event location category
Mattilanniemi

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)

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