|
Anita Kollwitz

Frank Aurzada, TU Darmstadt: Brownian motion conditioned to spend limited time outside an interval (Oberseminar Mathematische Stochastik)

Wednesday, 12.06.2024 16:00 im Raum SRZ 216

Mathematik und Informatik

First, we review classic results on Brownian motion (a) conditioned to be positive and (b) conditioned on not leaving the interval [-1,1], respectively. Then we present recent results on Brownian motion (a) conditioned on spending only limited time outside (0,\infty) and (b) conditioned on spending only limited time outside [-1,1], respectively. This is joint work with Martin Kolb (Paderborn) and Dominic Schickentanz (Paderborn).



Angelegt am 23.02.2024 von Anita Kollwitz
Geändert am 04.06.2024 von Anita Kollwitz
[Edit | Vorlage]

Oberseminare und sonstige Vorträge
Stochastik