For more information about this meeting, contact Manfred Denker, Anna Mazzucato, Alexei Novikov.
|Title:||Convergence of stochastic processes to Brownian local time|
|Seminar:||Probability and Financial Mathematics Seminar|
|Speaker:||Xiaofeng Zheng, PSU|
|I will introduce some results about the convergence of various sequences of processes describing the behavior of Brownian trajectories near the level x at the instant t to Brownian local time. We are also interested in the question whether local time of random walks can be convergent to Brownian local time almost surely. Peter Morters and Yuval Peres gave a positive answer to the subsequence of local time of random walks case by embedding method, which will also be discussed.|
Room Reservation Information
|Date:||11 / 14 / 2014|
|Time:||03:35pm - 04:35pm|