PSU Mark
Eberly College of Science Mathematics Department

Meeting Details

For more information about this meeting, contact Manfred Denker.

Title:On stochastic completeness of a jump process and its application to graphs
Seminar:Seminar on Probability and its Application
Speaker:Jun Masamune, Penn State University Altoona
In 1986, A Grigor`yan discovered a sharp volume-growth condition for the Brownian motion on a Riemannian manifold to be stochastically complete; namely, non-explosive. This condition was extended to a diffusion process on a metric measure space by K.Th. Sturm in 1994. Quite recently, R.K. Wojciechowski constructed a stochastically incomplete graph that satisfies this condition with respect to the graph distance. In this talk, I will introduce a new volume-growth condition for a jump-process on a metric measure space that is stochastically complete, then I will apply that result to a graph. Wojciechowski's example confirms that our condition for a graph is sharp. This result was obtained in a collaboration with Alexander Grigor`yan and Xeuping Huang (Bielefeld, Germany).

Room Reservation Information

Room Number:MB106
Date:02 / 25 / 2011
Time:02:20pm - 03:20pm