Finding patterns in Brownian motion

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.