Seminar on Analysis and Probability, organized by the HSE Faculty of Mathematics : Sergio Polidoro

Abstract:  

We consider spaces of Hölder continuous functions suitable for studying the regularity theory for non local kinetic operators acting on the phase space. We first recall the geometrical setting where the regularity theory of the analogous purely differential operators is usually studied. Then we state and discuss an intrinsic Taylor-like formula taylored on the relevant non-Euclidean geometry. We then examine the application of our results to some Lévy Processes.
These results have been proved in a joint work in collaboration with Maria Manfredini and Stefano Pagliarani. 


Seminar's page https://math.hse.ru/en/Sem_Analys-Probab_FM/#mce_temp_url#

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