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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