セミナー

発表言語 英語
開催日 2012年02月10日 16時15分
終了日 2012年02月10日 17時00分
開催場所京都大学理学部3号館 (数学教室) 552号室
セミナー名関西確率論セミナー
タイトル Uniform integrability of exponential martingales and spectral bounds of Feynman-Kac semigroups 
分野 解析
講演者名Zhen-Qing Chen
講演者所属Washington
概要In the first part of this talk, I will present a useful criterion for
uniform integrability of exponential martingales in the context of
Markov processes. The condition of this criterion is easy to verify
and is, in general, much weaker than the commonly used Novikov's
condition. In the second part of this talk, I will present a new
approach to the study of spectral bounds of Feynman-Kac semigroups
for a large class of symmetric Markov processes. Criteria for the
$L^p$-independence of spectral bounds for Feynman-Kac semigroups
generated by continuous additive functionals will be derived, using
gaugeability results for Schrodinger operators. These analytic
criteria are then extended to non-local Feynman-Kac semigroups via
pure jump Girsanov transforms. For this, the uniform integrability
result of the exponential martingales plays an important role.
リンクhttp://www-an.acs.i.kyoto-u.ac.jp/~hino/probability/seminar/index_j.html