14:00 Maximilian Engel (Imperial): Killed stochastic processes, quasi-stationary distributions and dynamical systems

We look at a Markov process evolving in a domain with forbidden states constituting a trap. The process is said to be killed when it hits the trap and it is assumed that this happens almost surely. We investigate the behavior of the process before being killed, asking what happens when one conditions the process to survive for a long time. 
The topic goes back to the pioneering work by Yaglom in 1947 but in recent years new ideas have been developed. We discuss concepts like quasi-stationary distributions and quasi-ergodicity, and discuss our work relating these concepts to dynamical systems with holes and local random dynamical systems.

 

15:00 Massimiliano Esposito (Imperial): Calderon Zygmund theory – Part I

In this series of talks, we are going to discuss Calderon Zygmund theory: from the Hilbert transform to some applications.