The next meeting of the

National Seminar on Probability and Statistics

will be held on May 13, 2026, at 2:00 p.m. in Room 503 of the Institute of Mathematics and Informatics.

A talk on:

Some Properties of Exponential Functionals of Continuous Gaussian Processes

will be delivered by

José Alfredo López-Mimbela (Center for Research in Mathematics Guanajuato, Mexico).

Abstract: Exponential functionals of random processes are mathematical expressions that typically involve integrating the exponential of a random process over time. These functionals play a significant role in various areas of mathematics and applied sciences, including probability theory, statistical mechanics, and financial mathematics. In this talk, we discuss some properties of exponential functionals associated with continuous Gaussian processes. The discussion centers on obtaining useful bounds for their cumulative distribution functions, with particular emphasis on Brownian motion and fractional Brownian motion.

More information about the talk can be found on the seminar website:
http://www.math.bas.bg/~statlab/NSPS/