Xiaochuan Yang - Thin points of certain Markov processes with jumps
Channel: Institut des Hautes Études Scientifiques (IHÉS)
Date: 22/05/2016

http://www.lesprobabilitesdedemain.fr/index.html
Organisateurs : Céline Abraham, Linxiao Chen, Pascal Maillard, Bastien Mallein et la Fondation Sciences Mathématiques de Paris

 point in the state space of a stochastic process is called “thin” if the associated occupation measure of the ball centered at this point is exceptionally small. We consider in this talk the Hausdorff dimension of thin points of a class of Markov processes with jumps. This is a joint work with Stéphane Seuret.