新葡的京集团3512vip
江苏高校优势学科概率统计前沿系列讲座之二十八
报 告 人：吴冬生副教授
报告题目：Regularity of Local Times of Fractional Brownian Sheets
报告时间：2014年7月4日（周五）上午9:30
报告地点：静远楼1506学术报告厅
主办单位：数学与统计学院、科技处
报告摘要：As typical anisotropic Gaussian random fields, fractional Brownian sheets have been intensively studied in recent years. In this talk, we study the regularity of local times of fractional Brownian sheets, including the existence, joint continuity and smoothness (in the Meyer-Watanabe sense) of the local times. As applications, we derive regularity results of their collision local times, intersection local times and self-intersection local times. The main tools applied in our derivation are sectorial local nondeterminism of fractional Brow-nian sheets, Fourier analysis and chaos expansion of the local times.
吴冬生副教授简介：
美国阿拉巴马大学亨茨维尔分校数学科学系副教授。2006年在美国密歇根州立大学获得博士学位，同年任阿拉巴马大学亨茨维尔分校副教授。主要从事随机过程与随机场、随机偏微分方程、随机场与随机分形的统计特性，发表学术论文近30篇。