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DTSTART;TZID=Europe/Sofia:20211020T140000
DTEND;TZID=Europe/Sofia:20211020T153000
DTSTAMP:20260630T185356
CREATED:20211013T183817Z
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UID:11285-1634738400-1634743800@math.bas.bg
SUMMARY:Национален семинар по стохастика
DESCRIPTION:Поредната сбирка на \nНационалния семинар по стохастика\nще се проведе на 20 октомври 2021 г. (сряда) от 14:00 часа в платформата Zoom. \nДоклад на тема \nBrownian Motion Conditioned to Spend Limited Time Below a Barrier\nще изнесе \nDominic T. Schickentanz (Technical University of Darmstadt\, Germany). \nIMI BAS is inviting you to a scheduled Zoom meeting. \nTopic: Национален семинар по стохастика\nTime: Oct 20\, 2021 14:00 Sofia\nhttps://us02web.zoom.us/j/84710081103?pwd=Unl4aktJb2VpcWZQdEpDTDAzKysrQT09 \nMeeting ID: 847 1008 1103\nPasscode: 925815 \nAbstract: We condition a Brownian motion with arbitrary starting point $y\in \mathbb{R}$ on spending at most $1$ time unit below $0$ and provide an explicit description of the resulting process. In particular\, we provide explicit formulas for the distributions of its last zero $g=g^y$ and of its occupation time $\Gamma=\Gamma^y$ below $0$ as functions of $y$. This generalizes a result of Benjamini and Berestycki from 2011\, which covers the special case $y=0$. Additionally\, we study the behavior of the distributions of $g^y$ and $\Gamma^y$\, respectively\, for $y \to \pm\infty$. This is joint work with Frank Aurzada.
URL:https://math.bas.bg/event/%d0%bd%d0%b0%d1%86%d0%b8%d0%be%d0%bd%d0%b0%d0%bb%d0%b5%d0%bd-%d1%81%d0%b5%d0%bc%d0%b8%d0%bd%d0%b0%d1%80-%d0%bf%d0%be-%d1%81%d1%82%d0%be%d1%85%d0%b0%d1%81%d1%82%d0%b8%d0%ba%d0%b0-28/
LOCATION:Zoom
CATEGORIES:Редовен семинар
ORGANIZER;CN="%D0%98%D0%BD%D1%81%D1%82%D0%B8%D1%82%D1%83%D1%82%20%D0%BF%D0%BE%20%D0%BC%D0%B0%D1%82%D0%B5%D0%BC%D0%B0%D1%82%D0%B8%D0%BA%D0%B0%20%D0%B8%20%D0%B8%D0%BD%D1%84%D0%BE%D1%80%D0%BC%D0%B0%D1%82%D0%B8%D0%BA%D0%B0%20-%20%D0%91%D0%90%D0%9D":MAILTO:office@math.bas.bg
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