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김판기 교수

Panki Kim

서울대학교 · 수학

연구실 소개

김판기 교수의 연구실은 비국소적 마르코프 과정, 특히 하위보조 브라운 운동과 그 응용 분야인 분수라플라스 연산자, 안정 과정, 그리고 경계 조건이 있는 과정의 전이 밀도와 그린 함수에 대한 정밀한 양측 추정을 중심으로 연구를 전개하고 있습니다. 특히 C¹,¹ 열린 영역과 κ-지름 영역에서의 열핵 및 그린 함수에 대한 정밀한 해석적 분석을 통해 잠재이론과 확률과정의 깊은 연결고리를 규명하고 있습니다. 이는 비국소적 연산자 이론의 이론적 기초를 공고히 하고, 물리적·생물학적 모델링에 응용 가능한 수학적 도구를 제공합니다.

비국소적 연산자하위보조 브라운 운동전이 밀도그린 함수잠재이론

연구 현황

논문 수
214
총 인용 수
3,004
최근 5년 논문
42
주요 분야
수학

연구 성과 추이

표시된 성과는 수집된 데이터 기준으로 산출되며, 일부 차이가 있을 수 있습니다.

5개년 연도별 논문 게재 수
42총합
2021
2022
2023
2024
2025
5개년 연도별 피인용 수
72총합
20212022202320242025

주요 논문

15
1
논문|인용수 77·2009
Heat Kernel Estimates for Dirichlet Fractional Laplacian
Panki Kim, Zhenqing, Renming Song
FWCI 15.8한국산업응용수학회 학술대회 논문집

We consider the fractional Laplacian -(-Δ) α/2 on an open subset in R d with zero exterior condition.We establish sharp two-sided estimates for the heat kernel of such Dirichlet fractional Laplacian in C 1,1 open sets. This heat kernel is also the transition density of a rotationally symmetric stable process killed upon leaving a C 1,1 open set. Our results are the first sharp two-sided estimates for the Dirichlet heat kernel of a non-local operator on open sets.

Applied MathematicsMathematics
2
논문|인용수 72·2013
Global uniform boundary Harnack principle with explicit decay rate and its application
Panki Kim, Renming Song, Zoran Vondraček
SJR Q1FWCI 12.5Stochastic Processes and their Applications
FinanceEconomics, Econometrics and Finance
3
book chapter|인용수 69·2012
Potential Theory of Subordinate Brownian Motions Revisited
Panki Kim, Renming Song, Zoran Vondraček
SJR Q2FWCI 50.5Interdisciplinary mathematical sciences

The paper discusses and surveys some aspects of the potential theory of subordinate Brownian motion under the assumption that the Laplace exponent of the corresponding subordinator is comparable to a regularly varying function at infinity. This extends some results previously obtained under stronger conditions.

FinanceEconomics, Econometrics and Finance
4
논문|인용수 69·2014
Dirichlet heat kernel estimates for rotationally symmetric Lévy processes
Zhen-Qing Chen, Panki Kim, Renming Song
SJR Q1FWCI 13.5Proceedings of the London Mathematical SocietyOA

In this paper, we consider a large class of purely discontinuous rotationally symmetric Lévy processes. We establish sharp two-sided estimates for the transition densities of such processes killed upon leaving an open set D. When D is a κ-fat open set, the sharp two-sided estimates are given in terms of surviving probabilities and the global transition density of the Lévy process. When D is a C 1 , 1 open set and the Lévy exponent of the process is given by Ψ ( ξ ) = ϕ ( | ξ | 2 ) with ϕ being a

Mathematical PhysicsMathematics
5
논문|인용수 65·2006
Two-sided estimates on the density of Brownian motion with singular drift
Panki Kim, Renming Song
SJR Q2FWCI 3.8Illinois Journal of MathematicsOA

Let μ = μ 1 ⋯ μ d be such that each μ i is a signed measure on \R d belonging to the Kato class \K d , 1 . The existence and uniqueness of a continuous Markov process X on \R d , called a Brownian motion with drift μ , was recently established by Bass and Chen. In this paper we study the potential theory of X . We show that X has a continuous density q μ and that there exist positive constants c i , i = 1 , ⋯ , 9 , such that c 1 e - c 2 t t - d 2 e - c 3 x - y 2 2 t ≤ q μ t x y ≤ c 4 e c 5 t t -

Mathematical PhysicsMathematics
6
논문|인용수 62·2012
Two-sided Green function estimates for killed subordinate Brownian motions
Panki Kim, Renming Song, Zoran Vondraček
SJR Q1FWCI 11.6Proceedings of the London Mathematical SocietyOA

A subordinate Brownian motion is a Lévy process that can be obtained by replacing the time of the Brownian motion by an independent subordinator. The infinitesimal generator of a subordinate Brownian motion is−ϕ(−Δ), where ϕ is the Laplace exponent of the subordinator. In this paper, we consider a large class of subordinate Brownian motions without diffusion component and with ϕ comparable to a regularly varying function at infinity. This class of processes includes symmetric stable processes, r

Management Science and Operations ResearchDecision Sciences
7
논문|인용수 53·2008
Boundary Harnack principle for subordinate Brownian motions
Panki Kim, Renming Song, Zoran Vondraček
SJR Q1FWCI 5.1Stochastic Processes and their Applications
FinanceEconomics, Econometrics and Finance
8
논문|인용수 52·2014
Green function estimates for subordinate Brownian motions: Stable and beyond
Panki Kim, Ante Mimica
SJR Q1FWCI 11.6Transactions of the American Mathematical Society

A subordinate Brownian motion <inline-formula content-type="math/mathml"> <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" alttext="upper X"> <mml:semantics> <mml:mi>X</mml:mi> <mml:annotation encoding="application/x-tex">X</mml:annotation> </mml:semantics> </mml:math> </inline-formula> is a Lévy process which can be obtained by replacing the time of the Brownian motion by an independent subordinator. In this paper, when the Laplace exponent <inline-formula content-type="math/mathml"> <m

Mathematical PhysicsMathematics
9
논문|인용수 49·2011
Uniform boundary Harnack principle for rotationally symmetric Lévy processes in general open sets
Panki Kim
FWCI 8.6

Abstract In this paper we prove the uniform boundary Harnack principle in general open sets for harmonic functions with respect to a large class of rotationally symmetric purely discontinuous Lévy processes.

FinanceEconomics, Econometrics and Finance
10
논문|인용수 48·2006
Potential theory of truncated stable processes
Panki Kim, Renming Song
SJR Q1FWCI 3.7Mathematische Zeitschrift
Computational Theory and MathematicsComputer Science
11
논문|인용수 45·2014
Stable process with singular drift
Panki Kim, Renming Song
SJR Q1FWCI 8.5Stochastic Processes and their Applications
Computational Theory and MathematicsComputer Science
12
논문|인용수 40·2012
Potential theory of subordinate Brownian motions with Gaussian components
Panki Kim, Renming Song, Zoran Vondraček
SJR Q1FWCI 7.7Stochastic Processes and their Applications
FinanceEconomics, Econometrics and Finance
13
논문|인용수 40·2008
Intrinsic ultracontractivity of non-symmetric diffusion semigroups in bounded domains
Panki Kim, Renming Song
SJR Q3FWCI 3.5Tohoku Mathematical JournalOA

We extend the concept of intrinsic ultracontractivity to non-symmetric semigroups and prove the intrinsic ultracontractivity of the Dirichlet semigroups of non-symmetric second order elliptic operators in bounded Lipschitz domains.

Applied MathematicsMathematics
14
논문|인용수 37·2017
Heat Kernels of Non-symmetric Jump Processes: Beyond the Stable Case
Panki Kim, Renming Song, Zoran Vondraček
SJR Q1FWCI 8.1Potential Analysis
FinanceEconomics, Econometrics and Finance
15
논문|인용수 35·2007
Generalized 3G theorem and application to relativistic stable process on non-smooth open sets
Panki Kim, Young Ran Lee
SJR Q1FWCI 5.4Journal of Functional Analysis
Mathematical PhysicsMathematics

대표 연구 분야

Applied MathematicsFinanceMathematical PhysicsComputational Theory and MathematicsRadiology, Nuclear Medicine and ImagingModeling and Simulation

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