Probability and Stochastic Processes Seminar
Speaker: Apostolos Gournaris (UTK)
Title: Self intersection local times of Ornstein-Uhlenbeck processes
Abstract: Self-intersections of random paths are very fundamental objects in the theory of stochastic processes. We will discuss the existence and some properties of the local times and self intersection local times of Ornstein-Uhlenbeck processes.
Dial-In Information
Tuesday, October 26, 2021 at 3:00pm to 4:00pm
Virtual Event- Event Type
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- Mathematics
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Maximilian Pechmann
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