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DTSTART;TZID=Europe/Sofia:20230301T140000
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DTSTAMP:20230223T135826Z
CREATED:20230223T135826Z
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UID:13945-1677679200-1677684600@math.bas.bg
SUMMARY:Национален семинар по стохастика
DESCRIPTION:Поредната сбирка на \nНационалния семинар по стохастика\nще се проведе на 1 март 2023 г. (сряда) от 14:00 часа в зала 403 на ИМИ – БАН. \nДоклад на тема \nThe inverse first-passage time problem for Brownian motion\nще изнесе \nАлександер Клумп (постдокторант (DAAD) в ИМИ-БАН). \nАбстракт: Given a fixed probability distribution on the positive real numbers\, the inverse first-passage time problem is to find a time-varying boundary such that the first-passage time by a Brownian motion over that boundary has the fixed distribution. The aim of this talk is to give an overview of the existing literature\, which is concerned with existence\, uniqueness and properties of solutions\, as well as to present an approach to uniqueness and properties by stochastic order relations.
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%b0-33/
LOCATION:Институт по математика и информатика – БАН\, Block 8\, 1113 БАН IV км.\, София\, Bulgaria
CATEGORIES:Редовен семинар
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