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

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special probability seminar

kouji yano

research institute for mathematical sciences, kyoto japan

convergence of excursion measures of one-dimensional diffusion processes with an exit boundary

abstract:

convergence of excursion measures is discussed by means of time change of the brownian excursion measure. as an application an invariance principle of meanders of positive recurrent diffusion process is obtained. (based on a joint work with p. j. fitzsimmons.)

host: pat fitzsimmons

november 28, 2006

10:00 am

ap&m 6402

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