Below is a tentative schedule for the meeting. 

DownloadTitles and Abstracts

Saturday, May 11, 2019:

8:45 am:              Opening session

9-10 am:              Masayoshi Takeda (Kansai University, Japan)

10--10:20 am:            Coffee break

10:20-11:05:        Zechun Hu (Sichuan University, China)

11:15-12:00 pm,  Kyung-youn Kim  (Academic Sinica, Taipei)

Lunch break: 12:10-2 pm.

2:00-3:00 pm:   Jian Wang (Fujian Normal University, China)

3:00-3:20 pm:   Coffee break

3:20-4:05 pm:   Makoto Nakashima (Nagoya University, Japan)

4:15-5:45 pm:  informal talk session

6 pm. dinner


Sunday, May 12, 2019:

9-10 am:               Xicheng Zhang (Wuhan University, China)

10-10:20:              coffee break

10:20-11:05:         Yuichi Shiozawa  (Osaka University, Japan) 

11:15-12:00 pm,   Ky Tran ( State University of New York (SUNY), Korea)

Lunch break: 12:10-2 pm.

2:00-3:00 pm:   Paul Jung  (Korea Advanced Institute of Science and Technology (KAIST), Korea)

3:00-3:20 pm.   Coffee break

3:20-4:05 pm.   Dejun Luo  (AMSS, Academia Sinica, China)

4:15-5:45 pm.:  informal talk session

6 pm. dinner


Informal Contributed Talks:

(1) Jaehun Lee (Seoul National University,

Title : Heat kernel estimates and their stabilities for symmetric jump processes with general mixed polynomial growths on metric measure spaces


In this talk, we establish the stability of two-sided heat kernel estimates for symmetric jump Markov processes on metric measure spaces that satisfies general volume doubling condition. Our results cover Markov processes whose jumping density has mixed polynomial growths. In particular, our scaling function may not be comparable to the function which gives the growth of jumps. To obtain sharp two-sided heat kernel estimates, we need additional condition on the metric measure space, which is called the chain condition.

(2) Soobin Cho (Seoul National University,

Title: Estimates on the tail probabilities of subordinators and applications to general time fractional equations


In this talk, we study the asymptotic behaviors of tail probabilities P(S_r > t) as t to infinity for a class of subordinators. Our results include the cases when the Laplace exponent of a subordinator has a lower scaling index zero and an upper scaling index one. When a subordinator has an upper scaling index one, various phenomena can happen in the asymptotic behaviors of tail probabilities. By imposing conditions on the tail of the L\'evy measure of a subordinator instead of its Laplace exponent, we can assort those phenomena. As an application to that result, we then establish two-sided estimates for a large class of general time fractional equations with Dirichlet boundary condition.