Időpont:
2017. October 05. 16:15
Helyszín:
Building H306
Kategória:
Előadás
Szervezés:
BME-egyetem
Kapcsolattartó:
Department of Stochastics
Lecturer: Hermann Thorisson (University of Iceland)
We consider the problem of finding particular patterns in a realisation of a two-sided standard Brownian motion. Examples include two-sided Skorohod imbedding, the Brownian bridge and several other patterns, also in planar Brownian motion. The key tool here are recent allocation results in Palm theory.