Date | Sep 10, 2015 |
---|---|
Speaker | Walter Hoh |
Dept. | University of Bielefeld |
Room | 129-101 |
Time | 16:00-17:00 |
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.