Extra Form
Lecturer Walter Hoh
Dept. University of Bielefeld
date Sep 10, 2015

Empirical observations have shown that for an adequate description of many random phenomena non-Gaussian processes are needed. The paths of these Markov processes necessarily have jumps. Their generators are nonlocal operators which admit a representation as pseudo-differential operators with so-called negative definite symbols. 

The talk gives an introduction to the relationship between jump processes and this non classical type of pseudo-differential operators. A particular focus will lie on different possibilities to construct the process starting from a given symbol.

Attachment '1'
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  3. <학부생을 위한 ε 강연> 수학과 예술 - 초기 컴퓨터 그래픽

  4. Faithful representations of Chevalley groups over quotient rings of non-Archimedean local fields

  5. Quasi-homomorphisms into non-commutative groups

  6. Entropies on covers of compact manifolds

  7. Iwahori-Hecke algebras and beyond

  8. On the resolution of the Gibbs phenomenon

  9. <학부생을 위한 ε 강연> What mathematics can do for the real and even fake world

  10. The process of mathematical modelling for complex and stochastic biological systems

  11. Random walks in spaces of negative curvature

  12. Solver friendly finite element methods

  13. Brownian motion and energy minimizing measure in negative curvature

  14. 학부생을위한ε강연: 수학자는 왜 선망되는 직업일까?

  15. Generalized multiscale HDG (hybridizable discontinuous Galerkin) methods for flows in highly heterogeneous porous media

  16. Weyl character formula and Kac-Wakimoto conjecture

  17. 11Sep
    by 김수현
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    Nonlocal generators of jump type Markov processes

  18. Regularity of solutions of Hamilton-Jacobi equation on a domain

  19. What is Weak KAM Theory?

  20. 정년퇴임 기념강연: 회고

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