Finding patterns in Brownian motion

Időpont: 
2017. 10. 05. 16:15
Hely: 
H306
Előadó: 
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.