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Seminars

Convergence of time changed skew product diffusion processes

Hold Date
2011-02-18 10:30〜2011-02-18 12:00
Place
Seminar Room 3, Faculty of Mathematics building, Ito Campus
Object person
 
Speaker
Tomoko TAKEMURA (Nara Women's University)

summary:
   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.