Fractal and Intersection Properties of Lévy Processes: a Potential-Theoretic Approach

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• Yimin Xiao (Michigan State University)
• Tuesday 22 March 2022, 16:00-17:00
• Seminar Room 1, Newton Institute.

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FD2W02 - Fractional kinetics, hydrodynamic limits and fractals

This talk is concerned with fractal and intersection properties of Lévy processes. Our main approach is based on potential theory of a class of multiparameter Lévy processes (i.e., additive Lévy processes). In particular, we present some results on potential theory of additive Lévy processes and show their applications to        (i) Hausdorff dimension and exact capacity computation for ordinary Lévy processes.       (ii) Various intersection properties of Lévy processes. This talk is based on joint works with D. Khoshnevisan and T. Luks.

This talk is part of the Isaac Newton Institute Seminar Series series.

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