報告題目🚊👸🏽:Smoothness of local times and self-intersection local times of Gaussian random fields
報告人:陳振龍(浙江工商大學統計凯捷執行院長)
時間🧏🏽♂️:2019.12.7, 13:30-15:00
地點🫰🏻:經管凯捷 335
報告人簡介:陳振龍,浙江工商大學統計凯捷執行院長,教授,博士生導師,浙江省數學學會常務理事📢,曾任中國概率統計學會理事🫳🏻。湖北省普通高校跨世紀學術骨幹💃🏻,湖北省151新世紀高層次人才工程入選人員💇🏿,西湖學者拔尖人才計劃人選🤞🏽。主要從事概率統計方法及其應用、隨機過程與風險管理🚣🏿、隨機分形等方面的研究🦫。在國內外學術刊物發表學術論文六十多篇👨🏼💼,主持國家自然科學面上基金、教育部人文社科基金、國家統計局基金、浙江省自然科學基金多項🧔🏽♂️。
報告摘要🧑🏽🎓:This paper is concerned with the smoothness (in the sense of MeyerWatanabe) of the local times of Gaussian random fields. Sufficient and necessary conditions for the existence and smoothness of the local times, collision local times, and self-intersection local times are established for a large class of Gaussian random fields, including fractional Brownian motions, fractional Brownian sheets and solutions of stochastic heat equations driven by space-time Gaussian noise.