2017. 10. 05. 16:15 - 2017. 10. 05. 17:45
BME H-306
-
-
-
-
Event type:
seminar
Intézeti:
Külföldi
-
-
Description
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.