Национален семинар по стохастика
ZoomПоредната сбирка на Националния семинар по стохастика ще се проведе на 20 октомври 2021 г. (сряда) от 14:00 часа в платформата Zoom. Доклад на тема Brownian Motion Conditioned to Spend Limited Time Below a Barrier ще изнесе Dominic T. Schickentanz (Technical University of Darmstadt, Germany). IMI BAS is inviting you to a scheduled Zoom meeting. Topic: Национален семинар по стохастика Time: Oct 20, 2021 14:00 Sofia https://us02web.zoom.us/j/84710081103?pwd=Unl4aktJb2VpcWZQdEpDTDAzKysrQT09 Meeting ID: 847 1008 1103 Passcode: 925815 Abstract: 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 $\Gamma=\Gamma^y$ [...]
