报告题目: Derivatives of intersection local time for two independent symmetric alpha-stable processes
时 间：2022年11月21日（星期一）上午9：00-
地 点：腾讯会议（ID：713-901-182）
主 办：数学与统计学院
参加对象：统计系老师与学生
报告摘要： In this talk, we consider the derivatives of intersection local time for two independent d-dimensional symmetric alpha-stable processes. We first study the sufficient condition for the existence of the derivatives, which makes us obtain the exponential integrability and Holder continuity. Then we show that this condition is also necessary for the existence of derivatives of intersection local time at the origin. As a related problem, we also study the power variation of the derivatives.
报告人简介：申广君，安徽师范大学教授、博士生导师，安徽省学术和技术带头人，安徽省杰出青年科学基金获得者，安徽师范大学学科带头人。主要从事随机过程与随机分析方向的研究，研究工作得到两项国家自然科学基金面上项目等资助。