Convergence of time changed skew product diffusion processes
九州確率論セミナー
開催期間
2011.2.18(金)
10:30 ~ 12:00
10:30 ~ 12:00
場所
伊都キャンパス 伊都図書館3階 中セミナー室3
講演者
嶽村 智子 (奈良女子大学
概要
*開始時間にご注意ください。
講演要旨:
A limit theorem for the time changed skew product
diffusion processes is investigated.
Skew product diffusion processes are given by
one dimensional diffusion processes and the
spherical Brownian motion, and the time change is
based on a positive continuous additive functional
with undering measure.
It is shown that the limit process is corresponding
to Dirichlet form of non-local type.