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Heat kernel estimates for jump processes with application : 점프 확률과정의 확률밀도함수 추정치와 그 응용

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dc.contributor.advisor김판기-
dc.contributor.author이재훈-
dc.date.accessioned2020-10-13T04:02:06Z-
dc.date.available2020-10-13T04:02:06Z-
dc.date.issued2020-
dc.identifier.other000000163385-
dc.identifier.urihttps://hdl.handle.net/10371/170700-
dc.identifier.urihttp://dcollection.snu.ac.kr/common/orgView/000000163385ko_KR
dc.description학위논문 (박사) -- 서울대학교 대학원 : 자연과학대학 수리과학부, 2020. 8. 김판기.-
dc.description.abstractIn this thesis, we study heat kernel estimates for a class of Markov pro- cesses and its applications. We first consider heat kernel estimates for Hunt processes in metric measure spaces corresponds to symmetric Dirichlet forms. Next we will study the Levis method to obtain heat kernel estimates for non- symmetric nonlocal operators concern with jump processes. The last part of this thesis is devoted to the applications of heat kernel estimates. We deals with the boundary regularity estimates for nonlocal operators with kernels of variable orders. Then, the laws of iterated logarithms for Markov processes will be introduced. Heat kernel and its estimates plays an important role in both problems.-
dc.description.abstract이 학위논문에서는 다양한 마코브 확률과정의 열 커널에 대한 추정치와 그 응용에 대해 알아본다. 먼저 일반적인 거리공간에서의 대칭 헌트 확률과정에 대한 열 커널 을 알아본 뒤, 유클리드 공간에서의 비대칭 점프 확률과정에 대한 열 커널을 구하는 레비의 방법론에 대해서 알아보고자 한다. 또한, 이 학위논문에서는 가장 대표적으로 알려진 열 커널 추정의 응요인 그린함수와 하낙 부등식 이외에도, 비국소 작용소의 유한한 도메인에 대한 푸아송 방정식의 해가 경계 근방에서 어떠한 속도로 감소하 는지에 대해서 알아본다. 마지막으로, 브라우니안 모션에서 잘 알려진 법칙인 반복 로그 법칙을 열 커널 추정치를 이용하여 일반적인 확률과정에 대해 얻는 방법에 대해 알아보고자 한다.-
dc.description.tableofcontents1 Introduction 1
1.1 Basic settings and notations 4
2 Heat kernel estimates for symmetric Dirichlet form on metric measure space 7
2.1 Symmetric jump processes on Euclidean space 8
2.1.1 Basicpropertiesofscalefunctions 11
2.1.2 Near-diagonal estimates and preliminary upper bound 14
2.1.3 Off-diagonalestimates 17
2.1.4 Examples 28
2.2 SymmetricjumpprocessesonMMS 30
2.2.1 SettingsandMainresults 31
2.2.2 Preliminary 41
2.2.3 Stability of upper heat kernel estimates 42
2.2.4 Stabilityofheatkernelestimates 60
2.2.5 HKE and stability on metric measure space with sub-Gaussian estimates for diffusion process 70
2.2.6 Examples 77
3 Heat kernel estimates for nonsymmetric nonlocal operators 83
3.1 Jump processes with exponentially decaying kernel 84
3.1.1 Preliminaries 90
3.1.2 Basic scaling inequalities 93
3.1.3 Convolution inequalities 93
3.1.4 Heat kernel estimates for L ́evy processes 99
3.1.5 Further properties of heat kernel for isotropic L ́evy process 121
3.1.6 Proof of Theorems3.1.1-3.1.4 131
4 Applications of heat kernel estimates 136
4.1 Boundary regularity for nonlocal operators 138
4.1.1 Main results 141
4.1.2 H ̈older Regularity up to the Boundary 144
4.1.3 BoundaryRegularity 155
4.1.4 Subsolution and Harnack Inequality 165
4.1.5 Proof of Theorem4.1.2 171
4.2 Laws of iterated logarithms 184
4.2.1 Khintchine-type laws of iterated logarithm 185
4.2.2 Chung-type laws of iterated logarithm 192
Abstract (in Korean) 208
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dc.language.isoeng-
dc.publisher서울대학교 대학원-
dc.subjectMarkov process-
dc.subjectheat kernel estimate-
dc.subjectDirichlet form-
dc.subjectnonlocal operator-
dc.subjectlaws of iterated logarithm-
dc.subjectGreen function-
dc.subject마코브 확률과정-
dc.subject열커널 추정-
dc.subject디리클렛 폼-
dc.subject비국소 연산자-
dc.subject반복 로그 법칙-
dc.subject그린 함수-
dc.subject.ddc510-
dc.titleHeat kernel estimates for jump processes with application-
dc.title.alternative점프 확률과정의 확률밀도함수 추정치와 그 응용-
dc.typeThesis-
dc.typeDissertation-
dc.contributor.AlternativeAuthorJaehun Lee-
dc.contributor.department자연과학대학 수리과학부-
dc.description.degreeDoctor-
dc.date.awarded2020-08-
dc.identifier.uciI804:11032-000000163385-
dc.identifier.holdings000000000043▲000000000048▲000000163385▲-
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