Academy of Mathematics and Systems Science, CAS Colloquia & Seminars
Speaker:
Prof. Zhen-Qing Chen, University of Washington
Inviter:
赵国焕
Title:
The fractional equations and probabilistic representation
Time & Venue:
2017.7.4 15:00-16:00 N613
Abstract:
Time-fractional diffusion equation can be used to model the anomalous diffusions exhibiting subdiffusive behavior, due to particle sticking and trapping phenomena. In this talk, I will discuss general fractional-time derivatives and probabilistic representation of solutions of the corresponding parabolic equations in terms of the corresponding inverse subordinators with or without drifts. An explicit relation between occupation measure for Markov processes time-changed by inverse subordinator in open sets and that of the original Markov process in the open set will also be given.