Национален семинар по стохастика
Институт по математика и информатика - БАН Block 8, 1113 БАН IV км., СофияПоредната сбирка на Националния семинар по стохастика ще се проведе на 21 юни 2018 г. (четвъртък) от 14:00 в зала 403 на ИМИ-БАН с доклад на Adam Barker (University of Reading, UK) на тема: Transience and Recurrence of Markov Processes with Constrained Local Time Резюме: We study the problem of a Markov process conditioned so that its local time must grow slower than a prescribed function. Building upon recent work on Brownian motion with constrained local time in [1], we study the problem for a large class of Markov processes. We find a necessary and sufficient condition for transience/recurrence of the conditioned process, and also explicitly determine the distribution of the conditioned (inverse) local time. In the transient case, we explicitly determine the law of the conditioned Markov process. In the [...]
