School Seminars and Colloquia

Multi-dimensional Brownian motion with darning

Stochastic Processes Seminar

by Shuwen Lou

Institution: University of Washington, Seattle
Date: Wed 7th September 2011
Time: 3:15 PM
Location: Alice Hoy-101

Abstract: For the past few decades, Dirichlet form has been a powerful tool in the study of Markov processes. For example, with the help of Dirichlet form, one may define reflected processes or darning processes in very concise ways. In this talk, first I will introduce the background of the definition of multi-dimensional Brownian motion with darning, which can be intuitively viewed as the random movement of an ant on a ground with a pillar standing vertically on it. Furthermore, using both analytic and probabilistic tools, one can obtain a two-sided heat kernel estimate for this process. This is a joint work with Zhenqing Chen.