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比利时vs摩洛哥足彩 ,
university of california san diego

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probability seminar

patrick fitzsimmons

ucsd

brownian motion in three dimensions conditioned to have the origin as a recurrent point

abstract:

last february, mike cranston spoke in this seminar about a polymer model based on three-dimensional brownian motion conditioned to hit (and keep returning to) the origin. i will discuss the construction and certain properties of this conditioned brownian motion from two points of view (i) dirichlet forms, and (ii) excursion theory. the latter gives a nice interpretation of the johnson-helms example from martingale theory. it turns out that this diffusion process is not a semimartingale, even though its radial part is just a one-dimensional brownian motion reflected at the origin. based on joint work with liping li of fudan university.

december 4, 2014

9:00 am

ap&m 6402

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