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Inselplatz 5, SR 1086
07743 Jena
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- Michael Hinz
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Professur Stochastische Analysis
Stephan Ankirchner
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- Deutsch
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Potentials of occupation measures and applications
Dr. Michael Hinz
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Abstract
For typical stochastic processes such as (fractional) Brownian motions or
Lévy processes, the existence of local times is restricted to low space dimensions.
We consider Riesz potentials of occupation measures, which exist in all space
dimensions. In certain situations they can serve as replacements for local times.
We discuss applications to SDEs and process path properties.
This is joint work with Jonas Tölle and Lauri Viitasaari.